Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brigo:2001,
author = {Brigo, D and Mercurio, F},
journal = {Finance and stochastics},
pages = {369--388},
title = {A deterministic-shift extension of analytically tractable and time-homogeneous short rate models},
volume = {5},
year = {2001}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Mercurio,F
EP - 388
PY - 2001///
SP - 369
TI - A deterministic-shift extension of analytically tractable and time-homogeneous short rate models
T2 - Finance and stochastics
VL - 5
ER -