Shift Function and Bond Price Formulas for the Extended Vasicek Model Which Fits Both Yield Curve and Volatility Curve

Resource
Advances in Quantitative Analysis of Finance and Accounting, 1-24
Journal
Advances in Quantitative Analysis of Finance and Accounting
Pages
1-24
Date Issued
2006
Date
2006
Author(s)
URI
Type
journal article

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To permanently archive and promote researcher profiles and scholarly works, Library integrates the services of “NTU Repository” with “Academic Hub” to form NTU Scholars.

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