A class of jump-diffusion bond pricing models within the HJM framework
Carl Chiarella and Christina Nikitopoulos Sklibosios
| Year of publication: |
2003
|
|---|---|
| Authors: | Chiarella, Carl ; Nikitopoulos, Christina Sklibosios |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 10.2003, 2/3, p. 87-127
|
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002762516