Recommendations
- scientific article; zbMATH DE number 47489
- Phenomenology of the interest rate curve
- scientific article; zbMATH DE number 1531805
- Nonlinear interest rate dynamics and implications for the terms structure
- Interest rate dynamics and consistent forward rate curves
- Hysteresis and economics
- On rate-independent hysteresis models
- Hysteresis and Stability
Cites work
- scientific article; zbMATH DE number 3425963 (Why is no real title available?)
- scientific article; zbMATH DE number 3141417 (Why is no real title available?)
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- A dynamic programming approach for pricing options embedded in bonds
- A theory of the term structure of interest rates
- An Intertemporal General Equilibrium Model of Asset Prices
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- Consols In the Cir Model
- How real option disinvestment flexibility augments project NPV
- Optimal Investment with Costly Reversibility
- Options, the Value of Capital, and Investment
- Smooth pasting as rate of return equalization
- The Genesis of “Optimal Inventory Policy”
- The effect of mean reversion on entry and exit decisions under uncertainty
- Two singular diffusion problems
Cited in
(8)- Optimal capital accumulation under price uncertainty and costly reversibility
- Real options in operations research: a review
- Optimal entry and exit decisions under uncertainty and the impact of mean reversion
- Optimal switching decisions under stochastic volatility with fast mean reversion
- Hysteresis due to irreversible exit: addressing the option to mothball
- Play-hysteresis in the joint dynamics of employment and investment
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
- Staffing many‐server queues with autoregressive inputs
This page was built for publication: Hysteresis effects under CIR interest rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q418081)
