Exponential moments for HJM models with jumps
| Year of publication: |
2007
|
|---|---|
| Authors: | Jakubowski, Jacek ; Zabczyk, Jerzy |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 3, p. 429-445
|
| Publisher: |
Springer |
| Subject: | Lévy processes | Bond models | HJM postulate | Martingales |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759630