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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/33647


    Title: Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
    Authors: Chou,Ching-Sung;Lin,Hsien-Jen
    Contributors: 數學研究所
    Date: 2007
    Issue Date: 2010-07-07 11:40:33 (UTC+8)
    Publisher: 中央大學
    Abstract: This paper is concerned with finding the distribution of a squared Bessel process run for an exponentially distributed time and applying this result to find the price of a zero coupon bond at time zero when the pricing model involves a squared Bessel inte
    Relation: STATISTICS & PROBABILITY LETTERS
    Appears in Collections:[數學研究所] 期刊論文

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