The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|59|1|227-260

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.59, Iss.1, 2004-02, pp. : 227-260

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