Solene Arcus

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

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Scholarly Papers (1)

1.

Forward Measures in a Ho and Lee Jump Diffusion Model

EFMA 2001 Lugano Meetings
Number of pages: 28 Posted: 23 May 2001
David B. Colwell and Solene Arcus
UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
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Abstract: