Valuation of Bond Options Under the Cir Model: Some Computational Remarks

AuthID
P-00H-0F1
3
Author(s)
Larguinho M.
·
Document Type
Book Chapter
Year published
2014
Published
in Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, ISSN: 21947767
Pages: 125-133 (8)
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Publication Identifiers
SCOPUS: 2-s2.0-85060301702
Source Identifiers
ISSN: 21947767
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