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Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto
;
Sosa, Andrés
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 331-346)
.
2016
Persistent link: https://www.econbiz.de/10011800861
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Zero Black-Derman-Toy interest rate model
Krzyżanowski, Grzegorz
;
Mordecki, Ernesto
;
Sosa, Andrés
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 93-111
Persistent link: https://www.econbiz.de/10012802460
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