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9“... prices in which the interest rates are assumed to follow the extended Cox-Ingersoll-Ross model...”
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11“... process (OU) and Cox-Ingersoll-Ross model(CIR) to build four non-Gaussian statistical models called OUBMBM...”
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12by MIAO, ZAN“..., we mainly study two short-term interest rate models, the Cox-Ingersoll-Ross model (CIR model...”
Published 2018
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13Modeling the Dynamics of Shanghai Interbank Offered Rate Based on Single-Factor Short Rate Processesby Xili Zhang“..., the geometric Brownian model, the Vasicek model, the Cox-Ingersoll-Ross model, and the mean-reversion jump...”
Published 2014-01-01
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14“... by the geometric Brownian motion. Interest rates are modeled by means of the Cox-Ingersoll-Ross model. The optimal...”
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16by C. F. Lo“... interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll...”
Published 2013-01-01
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17by Zahradník, Petr“... approximations are implemented. The fourth, final, chapter concentrates on the Cox - Ingersoll - Ross model...”
Published 2010
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18“... rate model including the Cox-Ingersoll-Ross model and the Vasicek model as special cases, while stock...”
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19“... is measured by subtracting the observed trading price of a risky corporate bond from a Cox-Ingersoll-Ross...”
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20“...-Ingersoll-Ross model, a basic affine jump diffusion model, and a regime switching model, are studied...”
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