"Exponential moments for HJM models with jumps."

Jacek Jakubowski, Jerzy Zabczyk (2007)

> Home

Details and statistics

DOI: 10.1007/S00780-007-0040-X

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/JakubowskiZ07
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/JakubowskiZ07
Jacek Jakubowski, Jerzy Zabczyk:
Exponential moments for HJM models with jumps. Finance Stochastics 11(3): 429-445 (2007)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.