Three ways to solve for bond prices in the Vasiček model.
Mamon, Rogemar S.
Journal of Applied Mathematics and Decision Sciences, Tome 8 (2004), p. 1-14 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2004-01-01
DOI : https://doi.org/10.1155/S117391260400001X
EUDML-ID : urn:eudml:doc:128104 
@article{02131520,
     title = {Three ways to solve for bond prices in the Vasi\v cek model.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {8},
     year = {2004},
     pages = {1-14},
     doi = {10.1155/S117391260400001X},
     zbl = {1123.91027},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02131520}
}

Mamon, Rogemar S. Three ways to solve for bond prices in the Vasiček model.. Journal of Applied Mathematics and Decision Sciences, Tome 8 (2004) pp. 1-14. doi : 10.1155/S117391260400001X. http://gdmltest.u-ga.fr/item/02131520/