A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537): Difference between revisions

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-Ya-Nan Li
@@ Property / author: Ya-Nan Li / rank @@
-Normal rank
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+Ya-Nan Li
@@ Property / author: Ya-Nan Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2019.1691234
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@@ Property / OpenAlex ID @@
+W2984285398
@@ Property / OpenAlex ID: W2984285398 / rank @@
+Normal rank
@@ Property / cites work @@
+Term structure of interest rates: The martingale approach
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+Bond Market Structure in the Presence of Marked Point Processes
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+A Theory of the Term Structure of Interest Rates
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@@ links / mardi / name / links / mardi / name @@
+Publication:5078537