Three ways to solve for bond prices in the Vasiček model.

Mamon, Rogemar S.

Journal of Applied Mathematics and Decision Sciences (2004)

  • Volume: 8, Issue: 1, page 1-14
  • ISSN: 2090-3359

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Mamon, Rogemar S.. "Three ways to solve for bond prices in the Vasiček model.." Journal of Applied Mathematics and Decision Sciences 8.1 (2004): 1-14. <http://eudml.org/doc/128104>.

@article{Mamon2004,
author = {Mamon, Rogemar S.},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {Interest rate modeling},
language = {eng},
number = {1},
pages = {1-14},
publisher = {Hindawi Publishing Corporation, New York},
title = {Three ways to solve for bond prices in the Vasiček model.},
url = {http://eudml.org/doc/128104},
volume = {8},
year = {2004},
}

TY - JOUR
AU - Mamon, Rogemar S.
TI - Three ways to solve for bond prices in the Vasiček model.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 8
IS - 1
SP - 1
EP - 14
LA - eng
KW - Interest rate modeling
UR - http://eudml.org/doc/128104
ER -

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