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ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS. (2005). Sorwar, Ghulam.
In: Computing in Economics and Finance 2005.
RePEc:sce:scecf5:56.

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  15. Johannes, M.S. (2003), `The Statistical and Economic Role of Jumps in Interest Rates, Journal of Finance, forthcoming.
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  16. Jones, C.S. (1999), `Bayesian Estimation of Continuous-Time Finance Models, working paper, University of Rochester.
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