The surprise element: Jumps in interest rates.
type: Item
instance of: scholarly article
title: The surprise element: Jumps in interest rates.
zbMATH Open document ID: 1051.62106
DOI: 10.1016/S0304-4076(01)00085-9
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 1869161
zbMATH Keywords: jumps
zbMATH Keywords: diffusions
zbMATH Keywords: characteristic functions
author: Sanjiv R. Das
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1869161