Vasicek interest rate model under Lévy process and pricing bond option
type: Item
instance of: scholarly article
title: Vasicek interest rate model under Lévy process and pricing bond option
DOI: 10.1080/03610918.2022.2025837
author: Q6544967
author: Farshid Mehrdoust
published in: Communications in Statistics. Simulation and Computation
publication date: 2024-05-28T00:00:00Z
Mathematics Subject Classification ID: 91Gxx
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 7854507
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7854507