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  1. 21
    Optimal stopping problems with applications to finance
    by Chun, Wang
    Published 2012
    “.... This is further adapted to a regime-switching Cox-Ingersoll-Ross model with application to pricing American bond...”
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  2. 22
    Research of Default-Risk Premiums for High-Yield Bonds
    by Chia-Fan Hsieh, 謝佳帆
    Published 2000
    “... by subtracting the observed trading price of a risky corporate bond from a Cox-Ingersoll-Ross model value of a...”
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    Others
  3. 23
    Research of Dollar Value of Default Risk in Bond Market
    by Po-Chang Shen, 沈柏蒼
    Published 2000
    “... corporate bond from a Cox-Ingersoll-Ross model value of a corresponding pseudo-default-free bond . From...”
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    Others
  4. 24
    On the numerical solution of the filtering problem
    by Han, Wang
    Published 2013
    “... resulting from such approximations. We then study the filtering problem associated to the Cox-Ingersoll-Ross...”
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  5. 25
    Compensators and diffusion approximation of point processes and applications
    by Dong, Xin
    Published 2014
    “... process and showed the weak convergence to a Cox-Ingersoll- Ross model (CIR) process. The pathwise...”
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  6. 26
    CDS pricing with counterparty risk
    by Ruan, Zheng
    Published 2010
    “... Cox–Ingersoll–Ross model is applied to calibrate spread parameters. A proxy for counterparty spread...”
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  7. 27
    Palūkanų normų dinamikos modeliai
    by Aleksa, Algiment
    Published 2004
    “... model, Cox, Ingersoll & Ross model and Heath, Jarrow and Morton model. First two model are called mean...”
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    Dissertation
  8. 28
    The Value of End-of-Month Options under the Trading Rules and Regulations of U.S. Treasury Bonds
    by Jian-Chiang Huang, 黃建強
    Published 2007
    “...-factor Cox-Ingersoll-Ross model and estimates and the implied value of options in the U.S. Treasury Bonds...”
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    Others
  9. 29
    An Empirical Study on the Relevance between the Embedded Option Value of Revolving Home Loans and the Mortgage Rate Spread
    by Shu-Yang Lai, 賴書揚
    Published 2014
    “... to calculate the parameters of Cox-Ingersoll-Ross model of financial management of home loans. After that, we...”
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    Others
  10. 30
    Valuation of Collateralized Debt Obligation under CIR Stochastic Default Intensity
    by Chung-En Wu, 吳仲恩
    Published 2011
    “... proposed by Martijn van der Voort (2004) and Cox-Ingersoll-Ross model (1985) to build a stochastic default...”
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    Others
  11. 31
    Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps
    by Hellander, Martin
    Published 2015
    “... Model and a credit model in form of the Cox-Ingersoll- Ross model. In this framework, the impact...”
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  12. 32
    A brief analysis of certain numerical methods used to solve stochastic differential equations
    by Govender, Nadrajh
    Published 2013
    “... and to explain the term structure of interest rates. Commonly used models include the Cox-Ingersoll-Ross model...”
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  13. 33
    European Option Pricing with Stochastic Volatility, Stochastic Interest Rate and Jump Diffusion:Jump Range Restriction in Taiwan’s Stock Market
    by Cho-Jui Wu, 吳卓叡
    Published 2016
    “... but with two CIR (Cox–Ingersoll–Ross) models form on volatility and interest rate, and in the jump term, we...”
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    Others
  14. 34
    On Short-Term Loan Interest Rate Models: A First Passage Time Approach
    by Giuseppina Albano, Virginia Giorno
    Published 2018-05-01
    “... by means of two widely used models in finance, the Ornstein-Uhlenbeck (Vasicek) and Feller (Cox-Ingersoll...”
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    Article
  15. 35
    Stochastic Interest Rate to Fair Value Reserve
    by Chi-Feng Huang, 黃啟峰
    Published 2006
    “.... Vasicek and Cox-Ingersoll-Ross Models are used to simulate the stochastic interest rate trend. Finally...”
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