The following pages link to Consols In the Cir Model (Q4372004):
Displaying 12 items.
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Prepayment risk on callable bonds: theory and test (Q894203) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- Present value of some insurance portfolios (Q4248558) (← links)
- A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
- Some Properties of CIR Processes (Q5484536) (← links)
