Term structure of interest rates in the presence of Lévy jumps : the HJM approach
Year of publication: |
2003
|
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Authors: | Ma, Chenghu |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 4.2003, 2, p. 401-426
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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