Discrete-time continuous-state interest rate models
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Cites work
- An equilibrium characterization of the term structure
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- scientific article; zbMATH DE number 3245839 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
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Cited in
(11)- An evaluation of contingent claims using the CKLS interest rate model: An analysis of Australia, Japan, and the United Kingdom
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- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model
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- scientific article; zbMATH DE number 2095959 (Why is no real title available?)
- scientific article; zbMATH DE number 850209 (Why is no real title available?)
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