Pricing CIR Yield Options by Conditional Moment Matching
Crossref DOI link: https://doi.org/10.1007/s10690-017-9222-5
Published Online: 2017-02-28
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Prayoga, Adrian
Privault, Nicolas https://orcid.org/0000-0003-4148-8543
License valid from 2017-02-28