Valuation of stochastic interest rate securities with time-dependent variance

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

ISSN: 0378-4371

Année de publication: 2006

Volumen: 371

Número: 2

Pages: 513-524

Type: Article

DOI: 10.1016/J.PHYSA.2006.04.070 GOOGLE SCHOLAR
La source de données: Scopus