Bounded short-rate models with Ehrenfest and Jacobi processes

Voit, MichaelKaplun, Alexander2010-11-092010-11-092010-11-09http://hdl.handle.net/2003/27457http://dx.doi.org/10.17877/DE290R-15792enInterest rate derivativeTerm structureVasicek modelShort-rateDiffusion510Bounded short-rate models with Ehrenfest and Jacobi processesTexturn:nbn:de:hbz:290-2003/27457-2