Last update: Tue Mar 5 02:05:16 MST 2019
@Article{Mallier:2004:IRS, author = "R. Mallier and G. Alobaidi", title = "Interest rate swaps under {CIR}", journal = j-J-COMPUT-APPL-MATH, volume = "164--165", number = "??", pages = "543--554", day = "1", month = mar, year = "2004", CODEN = "JCAMDI", ISSN = "0377-0427 (print), 1879-1778 (electronic)", ISSN-L = "0377-0427", bibdate = "Tue Feb 28 08:55:04 MST 2017", bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2000.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0377042703004904", acknowledgement = ack-nhfb, fjournal = "Journal of Computational and Applied Mathematics", journal-URL = "http://www.sciencedirect.com/science/journal/03770427", remark = "Proceedings of the 10th International Congress on Computational and Applied Mathematics, University of Leuven, Belgium, 22- 26 July 2002.", }