Solution of the Extended Cir Term Structure and Bond Option Valuation

Maghsoodi, Y. (1996). Solution of the Extended Cir Term Structure and Bond Option Valuation. Mathematical Finance.

Type

Journal article

Intellectual base

Primary research

Year

1996

ISSN

1467-9965

DOI

10.1111/j.1467-9965.1996.tb00113.x

DOI registrant

Wiley

Link

https://doi.org/10.1111/j.1467-9965.1996.tb00113.x

Cited by

1 citation across 1 artifact.

Domain-specific

• Cox–Ingersoll–Ross model
  • The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.

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