Vasicek interest rate model under Lévy process and pricing bond option

Oldouz Samimi, Farshid Mehrdoust. Vasicek interest rate model under Lévy process and pricing bond option. Communications in Statistics - Simulation and Computation, 53(1):529-545, January 2024. [doi]

Authors

Oldouz Samimi

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Farshid Mehrdoust

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