Menoukeu Pamen, OO and Zhuo, X
(2017)
Efficient Piecewise Trees for the Generalized Skew Vasicek Model with Discontinuous Drift.
International Journal of Theoretical and Applied Finance.
ISSN 0219-0249
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| Item Type: | Article |
|---|---|
| Depositing User: | Symplectic Admin |
| Date Deposited: | 02 May 2017 06:29 |
| Last Modified: | 19 Jan 2023 07:05 |
| DOI: | 10.1142/S0219024917500285 |
| URI: | https://livrepository.liverpool.ac.uk/id/eprint/3007187 |
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