Jump-diffusion processes and affine term structure models - additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates
- Författare
- J. Benson. Durham
- (J. Benson Durham.)
- Genre
- Bibliografi
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board | 2005 | District of Columbia, Washington, D.C | 71 sidor. 28 cm. |