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A comparative study of the Vasicek and the CIR model of the short rate
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2007
Report
Title
A comparative study of the Vasicek and the CIR model of the short rate
Author(s)
Zeytun, S.
Gupta, A.
Publisher
Fraunhofer ITWM
Publishing Place
Kaiserslautern
DOI
10.24406/publica-fhg-293719
File(s)
124.pdf (492.57 KB)
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Rights
Under Copyright
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM