CoxIngersollRoss model
Results: 3
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1 | A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, whereAdd to Reading ListSource URL: www.bbk.ac.ukLanguage: English - Date: 2007-03-27 13:47:21 |
2 | MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h tAdd to Reading ListSource URL: fam.tuwien.ac.atLanguage: English - Date: 2003-06-14 17:14:35 |
3 | TERM STRUCTURE OF INTEREST RATES Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current tAdd to Reading ListSource URL: pluto.mscc.huji.ac.ilLanguage: English - Date: 2014-02-02 05:57:49 |