The Term Structure of Simple Forward Rates with Jump Risk
| Year of publication: |
2003
|
|---|---|
| Authors: | Glasserman, Paul ; Kou, S. G. |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 13.2003, 3, p. 383-410
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005655268