"Bond pricing under a Markovian regime-switching jump-augmented Vasicek ..."

Tak Kuen Siu (2010)

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DOI: 10.1016/J.AMC.2010.04.037

access: closed

type: Journal Article

metadata version: 2020-02-21

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Tak Kuen Siu:
Bond pricing under a Markovian regime-switching jump-augmented Vasicek model via stochastic flows. Appl. Math. Comput. 216(11): 3184-3190 (2010)

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