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Dias, J. C., Larguinho, M. & Braumann, C.A. (2014). Valuation of Bond Options under the CIR Model: Some Computational Remarks. In Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D. (Ed.), New Advances in Statistical Modeling and Applications, Studies in Theoretical and Applied Statistics. (pp. 125-133).: Springer.
J. C. Dias et al., "Valuation of Bond Options under the CIR Model: Some Computational Remarks", in New Advances in Statistical Modeling and Applications, Studies in Theoretical and Applied Statistics, Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D., Ed., Springer, 2014, pp. 125-133
@incollection{dias2014_1765610921895,
author = "Dias, J. C. and Larguinho, M. and Braumann, C.A.",
title = "Valuation of Bond Options under the CIR Model: Some Computational Remarks",
booktitle = "New Advances in Statistical Modeling and Applications, Studies in Theoretical and Applied Statistics",
year = "2014",
volume = "",
series = "",
edition = "",
pages = "125-125",
publisher = "Springer",
address = "",
url = ""
}
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