Using a normal jump-diffusion model for interest variation in a low-rate and high-volatility environment
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| Titel: | Using a normal jump-diffusion model for interest variation in a low-rate and high-volatility environment |
| Författare: | Huotari, Antti |
| Utgivare: | HECER, Helsinki Center of Economic Research |
| Datum: | 2016-04-29 |
| Språk: | eng |
| Tillhör serie: | HECER Discussion Paper ; 402 |
| ISSN: | 1795-0562 |
| Permanenta länken (URI): | http://hdl.handle.net/10138/161364 |
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| Filer | Storlek | Format | Granska |
|---|---|---|---|
| HECER-DP402.pdf | 1.159Mb | Granska/Öppna |