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

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