Real-world jump-diffusion term structure models (Q5189712): Difference between revisions

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+https://doi.org/10.1080/14697680902814233
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+W2136831886
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+Bond Market Structure in the Presence of Marked Point Processes
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+A class of jump-diffusion bond pricing models within the HJM framework
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+An equilibrium characterization of the term structure
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+Publication:5189712