Sema Coskun, Ralf Korn, Sascha Desmettre,
"Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model"
, in The Journal of Computational Finance, Vol. 23, Nummer 1, Seite(n) 1-24, 6-2019
Original Titel:
Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model