"Bond pricing under mixed generalized CIR model with mixed Wishart ..."

Ali Reza Najafi, Farshid Mehrdoust (2017)

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DOI: 10.1016/J.CAM.2016.12.039

access: closed

type: Journal Article

metadata version: 2021-10-14

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Ali Reza Najafi, Farshid Mehrdoust:
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process. J. Comput. Appl. Math. 319: 108-116 (2017)

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