An extended yield curve model for bond option pricing using a Jump/Garch-m forward rate process

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1991.

Bibliographic Details
Main Authors:	Akita, Shigeyuki, Maruyama, Hiroshi
Other Authors:	Andrew W. Lo.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2007
Subjects:	Sloan School of Management
Online Access:	http://hdl.handle.net/1721.1/38341

Internet

http://hdl.handle.net/1721.1/38341