Consistency Problems for Jump-diffusion Models
Year of publication: |
2005
|
---|---|
Authors: | Bayraktar, Erhan ; Chen, Li ; Poor, H. Vincent |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 12.2005, 2, p. 101-119
|
Publisher: |
Taylor & Francis Journals |
Subject: | Interest rate models | consistency problems | jump diffusion models | Nelson-Siegel curves |
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