| Title: | Jump-diffusion processes and affine term structure models : additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates |
| Author: | Durham, J. Benson |
| Note: | Federal Reserve Board, Divisions of Research & Statistics and Monetary Affairs, 2005 |
| Link: | page images at HathiTrust |
| No stable link: | This is an uncurated book entry from our extended bookshelves, readable online now but without a stable link here. You should not bookmark this page, but you can request that we add this book to our curated collection, which has stable links. |
| Subject: | Jump-diffusion -- Term-structure models |
| Other copies: | Look for editions of this book at your library, or elsewhere. |
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