Interest rates calibration with a CIR model

Autor:	Orlando, Giuseppe, Mininni, Rosa Maria, Bufalo, Michele
Zdroj:	The Journal of Risk Finance, 2019, Vol. 20, Issue 4, pp. 370-387.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/JRF-05-2019-0080 Zobrazit plný text záznamu