An Implementation of the Shirakawa Jump-Diffusion Term Structure Model

Christina Nikitopoulos-Sklibosios () and Carl Chiarella

No 201, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Term Structure Models; Jump-Diffusions; Derivative Pricing (search for similar items in EconPapers)
JEL-codes: E43 G13 G33 (search for similar items in EconPapers)
Date: 2003-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:201

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