Pages that link to "Item:Q2471244"
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The following pages link to Forward-backward SDEs and the CIR model (Q2471244):
Displaying 7 items.
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- On backward Kolmogorov equation related to CIR process (Q1641940) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- (Q3339037) (← links)
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- A Feynman-Kac type formula for a fixed delay CIR model (Q5378408) (← links)