Title of article
Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
Author/Authors
Ching-Sung Chou، نويسنده , , Hsien-Jen Lin، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
8
From page
475
To page
482
Keywords
Markov processes , Zero coupon bonds , Bessel functions , Bessel-squared processes with jumps , CIR processes , resolvent
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
140931
Link To Document