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"Short rate analysis and marked point processes."

Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui (1999)

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DOI: 10.1007/S001860050041

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - journals/mmor/ElliottTL99
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  - https://dblp.org/rec/journals/mmor/ElliottTL99
Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui:
Short rate analysis and marked point processes. Math. Methods Oper. Res. 50(1): 149-160 (1999)

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