NDLI: VASICEK BEYOND THE NORMAL

Content Provider	Scilit
Author	Norberg, Ragnar
Copyright Year	2004
Description	Journal: Mathematical Finance
Ending Page	604
Starting Page	585
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/j.0960-1627.2004.00206.x
Journal	Mathematical Finance
Issue Number	4
Volume Number	14
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2004-10-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Cybernetical Science Ornstein-uhlenbeck Process Background Driving Lévy Process Gamma Process Compound Poisson Process Stochastic Interest Rates Positive Interest Rates
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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VASICEK BEYOND THE NORMAL