"On the Singular Limit of Solutions to the Cox-Ingersoll-Ross Interest Rate ..."

Beáta Stehlíková, Daniel Sevcovic (2009)

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DOI: —

access: open

type: Journal Article

metadata version: 2021-02-17

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Beáta Stehlíková, Daniel Sevcovic:
On the Singular Limit of Solutions to the Cox-Ingersoll-Ross Interest Rate Model with Stochastic Volatility. Kybernetika 45(4): 670-680 (2009)

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