Random step functions model for interest rates

Konstantin Borovkov, Fima C Klebaner, Eleanor Virag

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)123 - 143
Number of pages21
JournalFinance and Stochastics
Volume7
Issue number1
Publication statusPublished - 2003

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