Bond Pricing under CIR Process with Threshold Setting.
| Autor: | Haoyan Zhang1 zhanghaoyan123@126.com, Lei Tang2 2208577942@qq.com, Fu Wang2 1249092333@qq.com, Yunli Du2 1352681359@qq.com |
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| Zdroj: | IAENG International Journal of Applied Mathematics. Aug2024, Vol. 54 Issue 8, p1649-1656. 8p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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