Term structure Existing term structure models Our approach The Model Dynamic programming Finite number of different consumption commitments - Cox–Ingersoll–Ross model - Document - PDFSEARCH.IO

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	Term structure Existing term structure models Our approach The Model Dynamic programming Finite number of different consumption commitments Add to Reading List Document Date: 2010-06-20 12:06:18 Open Document File Size: 835,01 KB Share Result on Facebook Company Cox / / / IndustryTerm Computation algorithms / Insurance / / Organization World Congress / / Person J.C. Duan / Assuming / Existing / Sidney Homer / Jim Zhu / Using / / Position Lucas model General / model / short rate model / short rate model No arbitrage model No arbitrage model / Motivation General / short rate model No arbitrage model / model for stock pricing / / ProgrammingLanguage C / / Technology Computation algorithms / / URL http / SocialTag Game theory General equilibrium theory Economic model Supply and demand Yield curve Cox–Ingersoll–Ross model Bellman equation Louis Bachelier Quantitative analyst Economics

Term structure Existing term structure models Our approach The Model Dynamic programming Finite number of different consumption commitmentsAdd to Reading List