Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump |
scientific article; zbMATH DE number 5167621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump |
scientific article; zbMATH DE number 5167621 |
Statements
Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (English)
0 references
26 June 2007
0 references
Bessel functions
0 references
Bessel-squared processes with jumps
0 references
CIR processes
0 references
Markov processes
0 references
resolvent
0 references
zero coupon bonds
0 references
