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Indexed Bonds With Mean-Reverting Risk Factors

Attila A. Vig, Ágnes Vidovics-Dancs. Indexed Bonds With Mean-Reverting Risk Factors. In Zita Zoltay Paprika, Peter Horák, Kata Váradi, Péter Tamás Zwierczyk, Ágnes Vidovics-Dancs, János Péter Rádics, editors, European Conference on Modelling and Simulation, ECMS 2017, Budapest, Hungary, May 23-26, 2017, Proceedings. pages 81-86, European Council for Modeling and Simulation, 2017. [doi]

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