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]
@article{SamimiM24,
title = {Vasicek interest rate model under Lévy process and pricing bond option},
author = {Oldouz Samimi and Farshid Mehrdoust},
year = {2024},
month = {January},
doi = {10.1080/03610918.2022.2025837},
url = {https://doi.org/10.1080/03610918.2022.2025837},
researchr = {https://researchr.org/publication/SamimiM24},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {53},
number = {1},
pages = {529-545},
}