Add to ORKGAbstract In finance, the Cox-Ingersoll-Ross model (or CIR model) explains the evolution of interest rates. This model has no general explicit solution. In this paper, the moments of solution for the CIR model are obtained explicitly. Keywords
This paper tests the Cox, Ingersoll and Ross model using the prices of Italian Treasury bonds in th
Este artículo presenta el modelo Cox-Ingersoll-Ross para la modelación de tasas de interés y su rela...
The Cox-Ingersoll-Ross (CIR) model for short-term rate of interest can be expressed by a stochastic ...
The Cox-Ingersoll-Ross (CIR) model and the Vasicek model are two well-known single factor models of ...
Abstract. The models of term structure of interest rates are probably the most computationally diffi...
Short-term interest rate models within one-year financing maturity are considered. In this thesis, w...
Cox-Ingersoll-Ross presented so-called CIR spot rate model, which is explained by their equilibrium ...
In this paper we recast the Cox–Ingersoll–Ross (CIR) model of interest rates into the chaotic repres...
In this we paper we recast the Cox--Ingersoll--Ross model of interest rates into the chaotic represe...
els describing the mean interest rate on the time period [t, T] and the forward interest rate at tim...
This paper investigates the time series estimation of Cox, Ingersoll, and Ross's square root, mean-r...
U svome radu iz 1985. J.C.Cox, J.E.Ingersoll i S.A.Ross predlažu generalizaciju Vasičekovog modela, ...
This thesis gives an introduction to the principles of modern interest rate theory. After covering t...
In this thesis we will focus on interest rate modelling and related practical aspects. We will expla...
We emphasise on one of the first general equilibrium single-factor Cox-Ingersoll-Ross (1985b) term s...
This paper tests the Cox, Ingersoll and Ross model using the prices of Italian Treasury bonds in th
Este artículo presenta el modelo Cox-Ingersoll-Ross para la modelación de tasas de interés y su rela...
The Cox-Ingersoll-Ross (CIR) model for short-term rate of interest can be expressed by a stochastic ...
The Cox-Ingersoll-Ross (CIR) model and the Vasicek model are two well-known single factor models of ...
Abstract. The models of term structure of interest rates are probably the most computationally diffi...
Short-term interest rate models within one-year financing maturity are considered. In this thesis, w...
Cox-Ingersoll-Ross presented so-called CIR spot rate model, which is explained by their equilibrium ...
In this paper we recast the Cox–Ingersoll–Ross (CIR) model of interest rates into the chaotic repres...
In this we paper we recast the Cox--Ingersoll--Ross model of interest rates into the chaotic represe...
els describing the mean interest rate on the time period [t, T] and the forward interest rate at tim...
This paper investigates the time series estimation of Cox, Ingersoll, and Ross's square root, mean-r...
U svome radu iz 1985. J.C.Cox, J.E.Ingersoll i S.A.Ross predlažu generalizaciju Vasičekovog modela, ...
This thesis gives an introduction to the principles of modern interest rate theory. After covering t...
In this thesis we will focus on interest rate modelling and related practical aspects. We will expla...
We emphasise on one of the first general equilibrium single-factor Cox-Ingersoll-Ross (1985b) term s...
This paper tests the Cox, Ingersoll and Ross model using the prices of Italian Treasury bonds in th
Este artículo presenta el modelo Cox-Ingersoll-Ross para la modelación de tasas de interés y su rela...
The Cox-Ingersoll-Ross (CIR) model for short-term rate of interest can be expressed by a stochastic ...