Pages that link to "Item:Q2315839"
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The following pages link to Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839):
Displaying 3 items.
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (Q4643587) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)