Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
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1. Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence;Journal of Computational and Applied Mathematics;2024-09
2. A mixed fractional Vasicek model and pricing Bermuda option on zero-coupon bonds;Sādhanā;2020-02-26
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