On Markovian short rates in term structure models driven by different jump-diffusion processes

Gapeev, Pavel V.

; and Küchler, U. (2006) On Markovian short rates in term structure models driven by different jump-diffusion processes Statistics and Decisions, 24 (2). pp. 255-271. ISSN 0721-2631

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Item Type	Article
Departments	Mathematics
DOI	10.1524/stnd.2006.24.2.255
Date Deposited	29 Jan 2008
URI	https://researchonline.lse.ac.uk/id/eprint/3222

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Gapeev, Pavel V.
Küchler, U.

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