Exponential moments for HJM models with jumps
Year of publication: |
2007
|
---|---|
Authors: | Jakubowski, Jacek ; Zabczyk, Jerzy |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 3, p. 429-445
|
Subject: | Zinsstruktur | Yield curve | Martingal | Martingale | CAPM |
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