Short rate analysis and marked point processes
Year of publication: |
1999
|
---|---|
Authors: | Elliott, Robert J. ; Tsoi, Allanus H. ; Lui, Shiu Hong |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 50.1999, 1, p. 149-160
|
Publisher: |
Springer |
Subject: | Marked point process | spot interest rate | partial differential difference equation | discount bond price |
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