Work

Threshold Estimation of Jump-Diffusion Models and Interest Rate Modeling

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1158439

Authors: Cecilia Mancini, Roberto Renò

Institutions: University of Verona, École Supérieure des Sciences Économiques et Commerciales

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1581993025

Cites: 61

Cited by: 24

Related to: 10