Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317): Difference between revisions
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Revision as of 19:53, 19 March 2024
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump |
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Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (English)
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26 June 2007
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Bessel functions
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Bessel-squared processes with jumps
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CIR processes
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Markov processes
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resolvent
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zero coupon bonds
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