Jump-Diffusion Processes and the Term Structure of Interest Rates

• 1 March 1988
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 43  (1) , 155-174
• https://doi.org/10.2307/2328329

Abstract

Keywords

• STRUCTURE OF INTEREST
• DIFFUSION PROCESSES
• AUTHORS INVESTIGATE
• JUMP DIFFUSION
• INTEREST RATES
• TERM STRUCTURE
• BOND PRICES