Rational term structure models with geometric Lévy martingales

Author： Brody Dorje C.   Hughston Lane P.   Mackie Ewan  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.84, Iss.5-6, 2012-10, pp. : 719-740

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