TY  - JOUR 
AU  - Gómez del Valle, María Lourdes
AU  - Martínez Rodríguez, Julia
PY  - 2015
SN  - 1085-3375
UR  - http://uvadoc.uva.es/handle/10324/21424
AB  - We obtain a result that relates the risk-neutral jump size of interest rates with yield curve data. This function is unobservable;
therefore, this result opens a way to estimate the jump size directly fromdata in the markets together with the...
LA  - eng
PB  - Hindawi Publishing Corporation
KW  - Tipos de interés
KW  - Economía y empresa
TI  - The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models
DO  - http://dx.doi.org/10.1155/2015/805695
ER  -