Bent Jesper Christensen, Rolf Poulsen. Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Meth. and Appl., 7(1-2):111-124, 2001. [doi]
@article{ChristensenP01,
title = {Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion},
author = {Bent Jesper Christensen and Rolf Poulsen},
year = {2001},
doi = {10.1515/mcma.2001.7.1-2.111},
url = {http://dx.doi.org/10.1515/mcma.2001.7.1-2.111},
researchr = {https://researchr.org/publication/ChristensenP01},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {7},
number = {1-2},
pages = {111-124},
}