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Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes

Durham, J.Benson

Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes 2006 - 2006 - 61-73 V. 15 Issue. 4

Subjects--Topical Terms:
Finance

Subjects--Index Terms: Bond prices;Partial difference differential equation;PDDE;

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