Pages that link to "Item:Q4541533"

The following pages link to Valuation of sinking-fund bonds in the Vasicek and CIR frameworks^∗Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533):

Displayed 2 items.

• Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) ‎ (← links)
• An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions (Q5247276) ‎ (← links)