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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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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)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 29 Jan 2008
URL: http://eprints.lse.ac.uk/3222/

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