On Markovian short rates in term structure models driven by different jump-diffusion processes
Gapeev, P. V.
& Küchler, U.
(2006).
On Markovian short rates in term structure models driven by different jump-diffusion processes.
Statistics and Decisions,
24(2), 255-271.
https://doi.org/10.1524/stnd.2006.24.2.255
& Küchler, U.
(2006).
On Markovian short rates in term structure models driven by different jump-diffusion processes.
Statistics and Decisions,
24(2), 255-271.
https://doi.org/10.1524/stnd.2006.24.2.255