scientific article; zbMATH DE number 1302133

zbMATH Open1058.62569MaRDI QIDQ4247396FDOQ4247396

Authors: Tina Hviid Rydberg 

Publication date: 1997

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• A volatility-varying and jump-diffusion Merton type model of interest rate risk

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