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Q5197771 - MaRDI portal

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scientific article; zbMATH DE number 7107673
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 7107673

    Statements

    author
    G. L. Grobler
    0 references
    publication date
    19 September 2019
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    zbMATH Keywords
    JIBAR
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    jump diffusion models
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    pure jump models
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    short rate models
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    T-bill
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    testing for jumps
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    62P05
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    60J74
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    zbMATH DE Number
    7107673
    0 references
     
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