Valuation of sinking-fund bonds in the Vasicek and CIR frameworks∗Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged.
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Publication:4541533
DOI10.1080/13504869600000013zbMath1097.91515OpenAlexW2058443984MaRDI QIDQ4541533
Anna Rita Bacinello, Fulvio Ortu, Patrizia Stucchi
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504869600000013
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