Consistency problems for jump-diffusion models
Erhan Bayraktar, Li Chen & H. Vincent Poor
| Year of publication: |
2005
|
|---|---|
| Authors: | Bayraktar, Erhan ; Chen, Li ; Poor, H. Vincent |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 2, p. 101-119
|
| Subject: | Stochastischer Prozess | Stochastic process | Zins | Interest rate |
| 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://www.econbiz.de/10002989902