LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS
BRODY, DORJE C., HUGHSTON, LANE P., MEIER, DAVID M.Volume:
21
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024918500267
Date:
May, 2018
File:
PDF, 293 KB
english, 2018