Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Stochastic interest rate volatility modeling with a continuous-time ..."

Selçuk Bayraci, Gazanfer Ünal (2014)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2013.10.017

access: open

type: Journal Article

metadata version: 2021-02-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/BayraciU14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/BayraciU14
Selçuk Bayraci, Gazanfer Ünal:
Stochastic interest rate volatility modeling with a continuous-time GARCH(1, 1) model. J. Comput. Appl. Math. 259: 464-473 (2014)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.