BibTeX record journals/jossac/LiSHS10

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@article{DBLP:journals/jossac/LiSHS10,
  author       = {Ping Li and
                  Peng Shi and
                  Guangdong Huang and
                  Xiao{-}Jun Shi},
  title        = {Pricing of {LIBOR} futures by martingale method in Cox-Ingersoll-Ross
                  model},
  journal      = {J. Syst. Sci. Complex.},
  volume       = {23},
  number       = {2},
  pages        = {261--269},
  year         = {2010},
  url          = {https://doi.org/10.1007/s11424-010-6042-3},
  doi          = {10.1007/S11424-010-6042-3},
  timestamp    = {Wed, 11 Oct 2023 16:05:32 +0200},
  biburl       = {https://dblp.org/rec/journals/jossac/LiSHS10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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