Jump-Diffusion Process and the Term Structure of Interest Rates

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dc.contributor.authorAhn, Chang Moko
dc.contributor.authorThompson, Howard E.ko
dc.date.accessioned2013-02-25T21:31:15Z-
dc.date.available2013-02-25T21:31:15Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued1988-03-
dc.identifier.citationJOURNAL OF FINANCE, v.43, no.1, pp.155 - 174-
dc.identifier.issn0022-1082-
dc.identifier.urihttp://hdl.handle.net/10203/65455-
dc.languageEnglish-
dc.publisherWiley-Blackwell-
dc.titleJump-Diffusion Process and the Term Structure of Interest Rates-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume43-
dc.citation.issue1-
dc.citation.beginningpage155-
dc.citation.endingpage174-
dc.citation.publicationnameJOURNAL OF FINANCE-
dc.contributor.nonIdAuthorThompson, Howard E.-
dc.description.isOpenAccessN-
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