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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.atypon-link.com/OLD/loi/stnd |
| Additional Information: | © 2006 Oldenbourg |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Sets: | Departments > Mathematics Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM) |
| Date Deposited: | 29 Jan 2008 |
| URL: | http://eprints.lse.ac.uk/3222/ |
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