Zuzana Bucková, Jana Halgasová, Beáta Stehlíková. Short Rate as a Sum of Two CKLS-Type Processes. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers. Volume 10187 of Lecture Notes in Computer Science, pages 243-251, 2016. [doi]
Abstract is missing.