Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533): Difference between revisions

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Latest revision as of 11:06, 4 June 2024

scientific article; zbMATH DE number 1771934
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English
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged.
scientific article; zbMATH DE number 1771934

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    Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (English)
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    4 September 2002
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