Alpha-CIR model with branching processes in sovereign interest rate modeling
Crossref DOI link: https://doi.org/10.1007/s00780-017-0333-7
Published Online: 2017-06-07
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jiao, Ying
Ma, Chunhua
Scotti, Simone
License valid from 2017-06-07