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]
@inproceedings{BuckovaHS16, title = {Short Rate as a Sum of Two CKLS-Type Processes}, author = {Zuzana Bucková and Jana Halgasová and Beáta Stehlíková}, year = {2016}, doi = {10.1007/978-3-319-57099-0_25}, url = {http://dx.doi.org/10.1007/978-3-319-57099-0_25}, researchr = {https://researchr.org/publication/BuckovaHS16}, cites = {0}, citedby = {0}, pages = {243-251}, booktitle = {Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers}, editor = {Ivan Dimov and István Faragó and Lubin G. Vulkov}, volume = {10187}, series = {Lecture Notes in Computer Science}, isbn = {978-3-319-57099-0}, }