A mixed fractional Vasicek model and pricing Bermuda option on zero-coupon bonds
Author:
Publisher
Springer Science and Business Media LLC
Subject
Multidisciplinary
Link
http://link.springer.com/content/pdf/10.1007/s12046-020-1289-4.pdf
Reference29 articles.
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3. Karpaviius S and Yu F 2017 The impact of interest rates on firms’ financing policies. J. Appl. Corp. Financ. 45: 262–293
4. Cox J C, Ingersoll J E and Ross S A 2005 A theory of the term structure of interest rates. Theory of valuation, pp. 129–164
5. Vasicek O 1977 An equilibrium characterization of the term structure. J. Financ. Econ. 5(2): 177–188
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