"Two-factor term structure model with uncertain volatility risk."

Xiaowei Chen, Jinwu Gao (2018)

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DOI: 10.1007/S00500-017-2737-X

access: closed

type: Journal Article

metadata version: 2018-08-08

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  - https://dblp.org/rec/journals/soco/ChenG18
Xiaowei Chen, Jinwu Gao:
Two-factor term structure model with uncertain volatility risk. Soft Comput. 22(17): 5835-5841 (2018)

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