Short rate analysis and marked point processes

Mathematical Methods of Operations Research 1999 / 08 Vol. 50; Iss. 1

Short rate analysis and marked point processes

Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui
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Volume:
50
Language:
english
Pages:
12
Journal:
Mathematical Methods of Operations Research (ZOR)
DOI:
10.1007/s001860050041
Date:
August, 1999
File:
PDF, 126 KB
english, 1999
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