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On Markovian short rates in term structure models driven by different jump-diffusion processes

Gapeev, Pavel V. and Küchler, U. (2006) On Markovian short rates in term structure models driven by different jump-diffusion processes. Statistics and Decisions, 24 (2). pp. 255-271. ISSN 0721-2631

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Identification Number: 10.1524/stnd.2006.24.2.255
Item Type: Article
Official URL: http://www.atypon-link.com/OLD/loi/stnd
Additional Information: © 2006 Oldenbourg
Divisions: Mathematics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 29 Jan 2008
Last Modified: 15 Sep 2023 13:21
URI: http://eprints.lse.ac.uk/id/eprint/3222

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