On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing
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- dc.contributor.author Moreno, Manuelca
- dc.contributor.author Peña, Juan I.ca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 1996-11-01ca
- dc.date.modified 2016-09-29T02:50:09Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=191ca
- dc.identifier.uri http://hdl.handle.net/10230/20748ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 191ca
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Finance and Accountingca
- dc.subject.keyword jump-diffusion processesca
- dc.subject.keyword interbank interest ratesca
- dc.subject.keyword option pricingca
- dc.title On the term structure of Interbank interest rates: Jump-diffusion processes and option pricingca
- dc.type info:eu-repo/semantics/workingPaperca