Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui. Short rate analysis and marked point processes. Math. Meth. of OR, 50(1):149-160, 1999. [doi]
@article{ElliottTL99,
title = {Short rate analysis and marked point processes},
author = {Robert J. Elliott and Allanus H. Tsoi and Shiu Hong Lui},
year = {1999},
doi = {10.1007/s001860050041},
url = {http://dx.doi.org/10.1007/s001860050041},
researchr = {https://researchr.org/publication/ElliottTL99},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {50},
number = {1},
pages = {149-160},
}