JUMP-DIFFUSION PROCESSES AND THE TERM STRUCTURE OF INTEREST-RATES

被引：52
作者：
AHN, CM
THOMPSON, HE
机构：
[1] UNIV WISCONSIN, SCH BUSINESS, EAU CLAIRE, WI 54701 USA
[2] UNIV WISCONSIN, GRAD SCH BUSINESS, MADISON, WI 53706 USA
来源：
JOURNAL OF FINANCE | 1988年 / 43卷 / 01期
关键词：
D O I：
10.2307/2328329
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：155 / 174
页数：20
相关论文
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