A class of jump-diffusion bond pricing models within the HJM framework
type: Item
instance of: scholarly article
title: A class of jump-diffusion bond pricing models within the HJM framework
zbMATH Open document ID: 1137.91438
author: Christina Nikitopoulos Sklibosios
author: Carl Chiarella
published in: Asia-Pacific Financial Markets
publication date: 2006-02-23T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5009112
MaRDI profile type: Publication
full work available at URL: s10690-005-6006-0
OpenAlex ID: W1993246438
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DOI: 10.1007/S10690-005-6006-0
description: scientific article; zbMATH DE number 5009112