SSRN Electronic Journal · 2007 · 10 citations · 10 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsStochastic ModelingStochastic ProcessesJump ProcessesMarket RiskOption PricingOption Pricing ModelsReal Options AnalysisCredit Default Swap PricingJump DiffusionsJump Risk PricingJump-diffusion ModelsJump-diffusion ProcessesOption Pricing ValuationStochastic Pricing ModelsSwaptions Modeling
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A Theory of the Term Structure of Interest Rates
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