Authors: | Kaplun, Alexander |
Title: | Bounded short-rate models with Ehrenfest and Jacobi processes |
Language (ISO): | en |
Subject Headings: | Interest rate derivative Term structure Vasicek model Short-rate Diffusion |
URI: | http://hdl.handle.net/2003/27457 http://dx.doi.org/10.17877/DE290R-15792 |
Issue Date: | 2010-11-09 |
Appears in Collections: | Lehrstuhl IV: Analysis, Stochastik |
Files in This Item:
File | Description | Size | Format | |
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Kaplun_Dissertation.pdf | DNB | 794.09 kB | Adobe PDF | View/Open |
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