Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes

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Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes

Magnus Hyll

2000

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Title: Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes
Creators - without role: Magnus Hyll - Stockholm School of Economics, {Historical} Center for Finance
Identifiers: 991001480996906056
Academic Unit: {Historical} Center for Finance
Language: English
Resource Type: Other