Additional information is available for the following registered author(s):

• Carl Chiarella
• Christina Nikitopoulos-Sklibos

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 201.

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Date of creation: 01 Aug 2003
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Handle: RePEc:sce:scecf3:201

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Related research

Keywords: Term Structure Models; Jump-Diffusions; Derivative Pricing;

Find related papers by JEL classification:
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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This page was last updated on 2009-12-28.