Short rate dynamics with stochastic volatilities and jumps

ZHENG Ting-guo, LIU Jin-quan

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (11) : 2372-2380.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (11) : 2372-2380. DOI: 10.12011/1000-6788(2012)11-2372

Short rate dynamics with stochastic volatilities and jumps

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(11): 2372-2380 https://doi.org/10.12011/1000-6788(2012)11-2372

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