Book chapter
Valuation of Bond Options under the CIR Model: Some Computational Remarks
José Carlos Dias (Dias, J. C.); Maria Manuela Larguinho (Larguinho, M.); Carlos A. Braumann (Braumann, C.A.);
Book Title
New Advances in Statistical Modeling and Applications, Studies in Theoretical and Applied Statistics
Year (definitive publication)
2014
Language
English
Country
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Times Cited: 1

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Abstract
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Acknowledgements
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Keywords
Publication Identifiers
ci-pub-19896
2-s2.0-85060301702
Other Publication Details
2014
Springer
Scopus;
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125 - 133 --
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Yes
Both (printed and digital)
Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D.
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