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Vasicek beyond the normal

Norberg, Ragnar (2004) Vasicek beyond the normal. Mathematical Finance, 14 (4). pp. 585-604. ISSN 0960-1627

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Item Type: Article
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2004 Blackwell Publishing
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Research centres and groups > Financial Markets Group (FMG)
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 25 Sep 2008 13:08
URL: http://eprints.lse.ac.uk/16361/

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