Valuation of stochastic interest rate securities with time-dependent variance

  1. Villarroel, J.
Journal:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Year of publication: 2006

Volume: 371

Issue: 2

Pages: 513-524

Type: Article

DOI: 10.1016/J.PHYSA.2006.04.070 GOOGLE SCHOLAR
Data source: Scopus