A tractable market model with jumps for pricing short-term interest rate derivatives (Q4646485)
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scientific article; zbMATH DE number 7001031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tractable market model with jumps for pricing short-term interest rate derivatives |
scientific article; zbMATH DE number 7001031 |
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A tractable market model with jumps for pricing short-term interest rate derivatives (English)
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14 January 2019
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interest rate derivative pricing
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tractable market model
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jumps
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