Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/42945
標題: Estimation for Factor Models of Term Structure of Interest Rates With Jumps: The Case of the Taiwanese Government Bond Market
作者: Lin, Bing-Huei
Yeh, Shih-Kuo
關鍵字: Jump-diffusion process
Term structure of interest rates
B-spline approximation
URI: http://hdl.handle.net/11455/42945
Appears in Collections:財務金融學系所

文件中的檔案:

取得全文請前往華藝線上圖書館



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.