Work

Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1102132

Authors: Anders B. Trolle, Peter Feldhütter, Paul Georg Schneider

Institutions: Copenhagen Business School, Swiss Finance Institute, Università della Svizzera italiana

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1577449396

Cites: 27

Cited by: 3

Related to: 10