• Media type: E-Article
  • Title: A Time-inhomogeneous Skew Vasicek Model With Jumps and Its Discrete-time Approximation
  • Contributor: Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe
  • Published: Elsevier BV, 2024
  • Published in: SSRN Electronic Journal (2024)
  • Language: English
  • DOI: 10.2139/ssrn.4797956
  • ISSN: 1556-5068
  • Origination:
  • Footnote: