Pages that link to "Item:Q1351133"
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The following pages link to A bond pricing formula under a non-trivial, three-factor model of interest rates (Q1351133):
Displaying 6 items.
- Three ways to solve for bond prices in the Vasiček model (Q705419) (← links)
- Three-factor interest rate models (Q2583432) (← links)
- Finding of the bonds prices for some stochastic models of interest rate change (Q2784982) (← links)
- ON THE FOUR-PARAMETER BOND PRICING MODEL (Q2959628) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
- Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model (Q6594798) (← links)