Fingerprint
Dive into the research topics of 'Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure
K. Fergusson*
*Corresponding author for this work
Research output: Contribution to journal › Article › Research › peer-review
2
Citations
(Scopus)
363
Downloads
(Pure)