jakubowski.zabczyk:07:exponential¶
BibTeX Entry:
@article{jakubowski.zabczyk:07:exponential,
author = {Jakubowski, Jacek and Zabczyk, Jerzy},
doi = {10.1007/s00780-007-0040-x},
fjournal = {Finance and Stochastics},
issn = {0949-2984},
journal = {Finance Stoch.},
mrclass = {91B28 (60G51 60H10 60H30)},
mrnumber = {2322920},
number = {3},
pages = {429--445},
title = {Exponential moments for {HJM} models with jumps},
url = {https://doi.org/10.1007/s00780-007-0040-x},
volume = {11},
year = {2007}
}