Exponential moments for HJM models with jumps

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Publication:1003342

DOI10.1007/s00780-007-0040-xzbMath1164.60038OpenAlexW2087367740MaRDI QIDQ1003342

Jacek Yakubowski, Zabczyk, Jerzy

Publication date: 28 February 2009

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-007-0040-x




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