An interest rate model with a Markovian mean reverting level
DOI10.1080/14697688.2002.0000012zbMATH Open1405.91661OpenAlexW1996245609MaRDI QIDQ4647230FDOQ4647230
Authors: Robert J. Elliott, Rogemar Mamon 
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2002.0000012
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