Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump

Ching-Sung Chou، نويسنده , , Hsien-Jen Lin، نويسنده ,

فصلنامه با شماره پیاپی سال 2007

8

475

482

Markov processes , Zero coupon bonds , Bessel functions , Bessel-squared processes with jumps , CIR processes , resolvent

Statistics and Probability Letters

2007

Statistics and Probability Letters

140931