%0 Journal Article %1 Villarroel2006 %A Villarroel, Javier %D 2006 %J Physica A: Statistical and Theoretical Physics %K Option and derivative pricing %N 2 %P 513--524 %T Valuation of stochastic interest rate securities with time-dependent variance %U http://www.sciencedirect.com/science/article/B6TVG-4K0FDN8-1/1/6a3b77648eec7a8b10d11822cbc2ae7f %V 371

@article{Villarroel2006, added-at = {2008-04-22T10:36:30.000+0200}, author = {Villarroel, Javier}, biburl = {https://www.bibsonomy.org/bibtex/2ef7349fda2af5156b15f6c93715b8407/smicha}, day = 15, description = {Physica A}, interhash = {9aa7ccae69b038e16c768c8466c3eb5a}, intrahash = {ef7349fda2af5156b15f6c93715b8407}, journal = {Physica A: Statistical and Theoretical Physics}, keywords = {Option and derivative pricing}, month = Nov, number = 2, pages = {513--524}, timestamp = {2008-04-22T11:04:41.000+0200}, title = {Valuation of stochastic interest rate securities with time-dependent variance}, url = {http://www.sciencedirect.com/science/article/B6TVG-4K0FDN8-1/1/6a3b77648eec7a8b10d11822cbc2ae7f}, volume = 371, year = 2006 }