Term structure of interest rates in the presence of Lévy jumps : the HJM approach
Chenghu Ma
| Year of publication: |
2003
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|---|---|
| Authors: | Ma, Chenghu |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 4.2003, 2, p. 401-426
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10001930290