Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317): Difference between revisions

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-.1016/j.spl.2006.08.022
@@ Property / DOI: 10.1016/j.spl.2006.08.022 / rank @@
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+Q4945342
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+Asian options with jumps
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+A Theory of the Term Structure of Interest Rates
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+A decomposition of Bessel Bridges
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@@ Property / DOI @@
+.1016/J.SPL.2006.08.022
@@ Property / DOI: 10.1016/J.SPL.2006.08.022 / rank @@
+Normal rank