Vasicek beyond the normal

Norberg, Ragnar (2004) Vasicek beyond the normal. Mathematical Finance, 14 (4). pp. 585-604. ISSN 0960-1627
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Item Type Article
Departments Financial Markets Group
Statistics
DOI 10.1111/j.0960-1627.2004.00206.x
Date Deposited 25 Sep 2008 13:08
URI https://researchonline.lse.ac.uk/id/eprint/16361

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