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"A short memory version of the Vasicek model and evaluating European ..."

Farshid Mehrdoust, Ali Reza Najafi (2020)

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DOI: 10.1016/J.CAM.2020.112796

access: closed

type: Journal Article

metadata version: 2021-10-14

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Farshid Mehrdoust, Ali Reza Najafi:
A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds. J. Comput. Appl. Math. 375: 112796 (2020)

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