A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework

Author: Chiarella Carl  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.10, Iss.2-3, 2003-09, pp. : 87-127

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract