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

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 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
Divisions:	Mathematics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	29 Jan 2008
Last Modified:	01 Nov 2024 05:17
URI:	http://eprints.lse.ac.uk/id/eprint/3222

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