A deterministic-shift extension of analytically tractable and time-homogeneous short rate models

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@article{7a6f863d9ad04c859a063658cb134d30,

title = "A deterministic-shift extension of analytically tractable and time-homogeneous short rate models",

author = "Damiano Brigo and F Mercurio",

year = "2001",

language = "English",

volume = "5",

pages = "369 -- 388",

journal = "Finance and Stochastics",

issn = "1432-1122",

publisher = "Springer",

}