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zbMATH Open1206.91038MaRDI QIDQ3061868

Man M. Chawla

Publication date: 3 January 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic models Cox-Ingersoll-Ross model Vasicek model yield curve bond pricing general four-parameter short term rate model short term interest rate

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (4)

ON THE FOUR-PARAMETER BOND PRICING MODEL ⋮ Invariance properties of a general bond-pricing equation ⋮ An Integral Equation Approach for Bond Prices with Applications to Credit Spreads ⋮ An algorithm for solving bond pricing problem.

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