A BSDE approach for bond pricing under interest rate models...

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Communication in Statistics- Theory and Methods 2019 / 11

A BSDE approach for bond pricing under interest rate models with self-exciting jumps

Sun, Zhongyang, Zhang, Xin, Li, Ya-Nan
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Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2019.1691234
Date:
November, 2019
File:
PDF, 1.21 MB
2019
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