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]
@inproceedings{VigV17,
title = {Indexed Bonds With Mean-Reverting Risk Factors},
author = {Attila A. Vig and Ágnes Vidovics-Dancs},
year = {2017},
doi = {10.7148/2017-0081},
url = {https://doi.org/10.7148/2017-0081},
researchr = {https://researchr.org/publication/VigV17},
cites = {0},
citedby = {0},
pages = {81-86},
booktitle = {European Conference on Modelling and Simulation, ECMS 2017, Budapest, Hungary, May 23-26, 2017, Proceedings},
editor = {Zita Zoltay Paprika and Peter Horák and Kata Váradi and Péter Tamás Zwierczyk and Ágnes Vidovics-Dancs and János Péter Rádics},
publisher = {European Council for Modeling and Simulation},
}