EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT



ZHUO, XIAOYANG and MENOUKEU-PAMEN, OLIVIER
(2017) EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT. International Journal of Theoretical and Applied Finance, 20 (04). 1750028 - 1750028.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 12 Jun 2017 06:38
Last Modified: 29 May 2019 08:17
DOI: 10.1142/S0219024917500285
URI: http://livrepository.liverpool.ac.uk/id/eprint/3007908

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