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University of Plymouth Research Outputs
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01 University of Plymouth Research Outputs
University of Plymouth Research Outputs
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Cholesky Decomposition for the Vasicek Interest Rate Model
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UoP_Deposit_Agreement v1.1 20160217.pdf (125.4Kb)
Date
2013-08-20
Author
Al-Saadony, MFAIZ
Hewson, P
Stander, Julian
Metadata
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URI
http://hdl.handle.net/10026.1/5420
DOI
https://doi.org/10.5539/ijsp.v2n4p22
Collections
University of Plymouth Research Outputs
Publisher
Canadian Center of Science and Education
Journal
International Journal of Statistics and Probability
Volume
2
Issue
4
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