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Convexity theory for term structure equation: an extension to the jump-diffusion case

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Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-125546
Date January 2010
CreatorsZeng, Kailin
PublisherUppsala universitet, Matematiska institutionen
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/masterThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess
RelationU.U.D.M. project report ; 2010:5

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