Cholesky Decomposition for the Vasicek Interest Rate Model

MFAIZ Al-Saadony, P Hewson, J Stander

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	0
Journal	International Journal of Statistics and Probability
Volume	2
Issue number	4
DOIs	https://doi.org/10.5539/ijsp.v2n4p22
Publication status	E-pub ahead of print - 20 Aug 2013

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title = "Cholesky Decomposition for the Vasicek Interest Rate Model",

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T1 - Cholesky Decomposition for the Vasicek Interest Rate Model

AU - Al-Saadony, MFAIZ

AU - Hewson, P

AU - Stander, J

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