Using a normal jump-diffusion model for interest variation in a low-rate and high-volatility environment
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| Title: | Using a normal jump-diffusion model for interest variation in a low-rate and high-volatility environment |
| Author: | Huotari, Antti |
| Publisher: | HECER, Helsinki Center of Economic Research |
| Date: | 2016-04-29 |
| Language: | eng |
| Belongs to series: | HECER Discussion Paper ; 402 |
| ISSN: | 1795-0562 |
| URI: | http://hdl.handle.net/10138/161364 |
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