The surprise element: Jumps in interest rates. (Q1858907)
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scientific article; zbMATH DE number 1869161
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The surprise element: Jumps in interest rates. |
scientific article; zbMATH DE number 1869161 |
Statements
The surprise element: Jumps in interest rates. (English)
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17 February 2003
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jumps
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diffusions
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characteristic functions
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0.7596513032913208
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0.7536733150482178
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0.7414218783378601
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0.7278468608856201
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0.7278462052345276
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