Zero-coupon bond prices in the Vasicek and CIR models:...

Zero-coupon bond prices in the Vasicek and CIR models: Their computation as group-invariant solutions

W. Sinkala, P. G. L. Leach, J. G. O'Hara
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Volume:
31
Year:
2008
Language:
english
Pages:
14
DOI:
10.1002/mma.935
File:
PDF, 127 KB
english, 2008
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