![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Leippold M.
Publisher: Springer Publishing Company
ISSN: 1382-6662
Source: European Finance Review, Vol.7, Iss.1, 2003-01, pp. : 47-73
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
A comparison of diffusion models of the term structure
The European Journal of Finance, Vol. 2, Iss. 1, 1996-03 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Ruin estimation in multivariate models with Clayton dependence structure
Scandinavian Actuarial Journal, Vol. 2005, Iss. 6, 2005-11 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
On the valuation of compositions in Levy term structure models
By Kluge Wolfgang Papapantoleon Antonis
Quantitative Finance, Vol. 9, Iss. 8, 2009-12 ,pp. :