Mathematical finance. 1996;6(1):89-109. doi: 10.1111/j.1467-9965.1996.tb00113.x Q22.42025

SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION

扩展CIR利率期限结构的求解与债券期权定价

DOI: 10.1111/j.1467-9965.1996.tb00113.x

摘要

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