A mixed fractional Vasicek model and pricing Bermuda option on zero-coupon bonds
Crossref DOI link: https://doi.org/10.1007/s12046-020-1289-4
Published Online: 2020-02-26
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mehrdoust, Farshid
Najafi, Ali Reza
Samimi, Hossein
Text and Data Mining valid from 2020-02-26
Version of Record valid from 2020-02-26
Article History
Received: 10 May 2019
Revised: 20 December 2019
Accepted: 27 December 2019
First Online: 26 February 2020