andresen.benth.ea:14:carma¶
BibTeX Entry:
@article{andresen.benth.ea:14:carma,
author = {Andresen, Arne and Benth, Fred Espen and Koekebakker, Steen and Zakamulin, Valeriy},
doi = {10.1142/S0219024914500083},
fjournal = {International Journal of Theoretical and Applied Finance},
issn = {0219-0249},
journal = {Int. J. Theor. Appl. Finance},
mrclass = {91G30},
mrnumber = {3198712},
mrreviewer = {Xingchun Wang},
number = {2},
pages = {1450008, 27},
title = {The {CARMA} interest rate model},
url = {https://doi.org/10.1142/S0219024914500083},
volume = {17},
year = {2014}
}