Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index

By Aziz Issaka, Indranil SenGupta. Annals of Finance, 2017

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/75ee23e525b974deba2903931d8706674dab9a17