"Vasicek interest rate model under Lévy process and pricing bond option."

Oldouz Samimi, Farshid Mehrdoust (2024)

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DOI: 10.1080/03610918.2022.2025837

access: closed

type: Journal Article

metadata version: 2024-02-09

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Oldouz Samimi, Farshid Mehrdoust:
Vasicek interest rate model under Lévy process and pricing bond option. Commun. Stat. Simul. Comput. 53(1): 529-545 (2024)

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