Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing

by Koji Kusuda

Year of publication:	2003
Authors:	Kusuda, Koji
Subject:	jump diffusion \| Optionspreistheorie \| Option pricing theory \| CAPM \| Black-Scholes-Modell \| Black-Scholes model \| Zinsstruktur \| Yield curve \| Derivat \| Derivative \| Gleichgewichtsmodell \| Equilibrium model \| Theorie \| Theory

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