Bounded short-rate models with Ehrenfest and Jacobi processes

Kaplun, Alexander2010-11-092010-11-092010-11-09http://hdl.handle.net/2003/2745710.17877/DE290R-15792enInterest rate derivativeTerm structureVasicek modelShort-rateDiffusion510Bounded short-rate models with Ehrenfest and Jacobi processesdoctoral thesisurn:nbn:de:hbz:290-2003/27457-2