Valuation of stochastic interest rate securities with time-dependent variance

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

ISSN: 0378-4371

Argitalpen urtea: 2006

Alea: 371

Zenbakia: 2

Orrialdeak: 513-524

Mota: Artikulua

DOI: 10.1016/J.PHYSA.2006.04.070 GOOGLE SCHOLAR
Datuen iturria: Scopus