Jump-diffusion term structure and Itô conditional moment generator

Hao Zhou

Year of publication:	2001
Authors:	Zhou, Hao
Publisher:	Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Zinsstruktur \| Yield curve \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Schätzung \| Estimation \| Geldmarkt \| Money market \| Staatspapier \| Government securities \| USA \| United States \| 1954-1999

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