Pages that link to "Item:Q2309261"
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The following pages link to A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261):
Displaying 3 items.
- Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325) (← links)
- Fractional Liu uncertain differential equation and its application to finance (Q2680010) (← links)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)
