A class of jump-diffusion bond pricing models within the HJM framework

Carl Chiarella and Christina Nikitopoulos Sklibosios

Year of publication:	2004
Authors:	Chiarella, Carl ; Nikitopoulos, Christina Sklibosios
Publisher:	Sydney : School of Finance and Economics, Univ. of Techn.
Subject:	Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| Volatilität \| Volatility

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