Pages that link to "Item:Q952075"
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The following pages link to Solutions of two-factor models with variable interest rates (Q952075):
Displaying 6 items.
- Problems in certain two-factor term structure models (Q687710) (← links)
- An analytic solution for a Vasicek interest rate convertible bond model (Q964034) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (Q2889587) (← links)
- Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
- Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices (Q5135567) (← links)