DOI10.1007/978-3-540-77903-2_41zbMath1209.91158OpenAlexW1498673780MaRDI QIDQ5391923
Oliver Entrop, Marco Wilkens
Publication date: 7 April 2011 Published in: Operations Research Proceedings (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/978-3-540-77903-2_41
Mathematics Subject Classification ID
Interest rates, asset pricing, etc. (stochastic models) (91G30)
Cites Work