The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Journal of Finance

Volumn 59, Issue 1, 2004, Pages 227-260

  Johannes, Michael ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1642393705     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6321.2004.00632.x     Document Type: Article

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