DEFAULTABLE FORWARD RATE MODEL WITH JUMP RISK UNDER VASICEK-TYPE HAZARD RATE

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概要

• 論文の詳細を見る
• 2006-01-01

著者

• Mitsui Ken-ichi

  Graduate School Of Economics Osaka University

• TABATA YOSHIO

  Graduate School of Economics, Osaka University

• Tabata Yoshio

  Graduate School Of Business Administration Nanzan University

関連論文

• DEFAULTABLE FORWARD RATE MODEL WITH JUMP RISK UNDER VASICEK-TYPE HAZARD RATE
• A NOTE ON A PERIODIC REVIEW INVENTORY MODEL WITH UNCERTAIN DEMAND IN A RANDOM ENVIRONMENT
• MINIMUM TRACKING ERROR PROBLEM FOR JUMP DIFFUSION STOCK-PRICE PROCESS

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