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~isPartOf:"Applied mathematical finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~person:"Desmettre, Sascha"
~subject:"bond option pricing"
~type_genre:"Article in journal"
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Applied mathematical finance
Risks : open access journal
The journal of computational finance
The review of financial studies
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Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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