Étude empirique du modèle de Vasicek sur le marché des obligations françaises
de Severac, Béatrice1
1 CREFIB, Centre de Recherche en Finance et Banque, Université de Paris 1 - Sorbonne, 17, rue de la Sorbonne, 75005 Paris
Journal de la Société de statistique de Paris, Tome 138 (1997) no. 1, pp. 81-103.
de Severac, Béatrice 1

1 CREFIB, Centre de Recherche en Finance et Banque, Université de Paris 1 - Sorbonne, 17, rue de la Sorbonne, 75005 Paris 
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     title = {\'Etude empirique du mod\`ele de {Vasicek} sur le march\'e des obligations fran\c{c}aises},
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de Severac, Béatrice. Étude empirique du modèle de Vasicek sur le marché des obligations françaises. Journal de la Société de statistique de Paris, Tome 138 (1997) no. 1, pp. 81-103. http://www.numdam.org/item/JSFS_1997__138_1_81_0/

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