The role of the risk-neutral jump size distribution in single-factor interest rate models
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Publication:1668933
DOI10.1155/2015/805695zbMath1433.91181OpenAlexW1737872487WikidataQ59101432 ScholiaQ59101432MaRDI QIDQ1668933
L. Gómez-Valle, J. Martínez-Rodríguez
Publication date: 29 August 2018
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/805695
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