Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model

Sema Coskun, Ralf Korn, Sascha Desmettre

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

Original language	English
Pages (from-to)	1-24
Number of pages	25
Journal	Journal of Computational Finance
Volume	23
Issue number	1
DOIs	https://doi.org/10.21314/JCF.2019.366
Publication status	Published - Jun 2019

Fields of science

@article{c4793ebb3575474bba99547f9a173afb,

title = "Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model",

author = "Sema Coskun and Ralf Korn and Sascha Desmettre",

year = "2019",

month = jun,

doi = "10.21314/JCF.2019.366",

language = "English",

volume = "23",

pages = "1--24",

journal = "Journal of Computational Finance",

issn = "1755-2850",

number = "1",

}