On a One-Parameter Generalization of the Brownian Bridge and Associated Quadratic Functionals
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-004-0588-8.pdf
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5. Ball, C. A., and Torous, W. N. (1983). Bond price dynamics and options. J.Financial and Quant.Anal., 18, 517?531.
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