Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution
| Year of publication: |
2006
|
|---|---|
| Authors: | Mari, Carlo ; Renò, Roberto |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 13.2006, 2, p. 143-154
|