Working Paper

Stochastic Volatility, Mean Drift, and Jumps in the Short-Term Interest Rate

Author(s)

Torben Gustav Andersen

Luca Benzoni

Jesper Lund

Date Published: 2004
Citations: Andersen, Torben Gustav, Luca Benzoni, Jesper Lund. 2004. Stochastic Volatility, Mean Drift, and Jumps in the Short-Term Interest Rate.
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