Investment option under CIR interest rates-Reference-Cited by-同舟云学术

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Investment option under CIR interest rates

Published:2007-12 Issue:4 Volume:4 Page:242-253
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Carmona Julio,León Angel

Publisher

Elsevier BV

Subject

Finance

Reference11 articles.

1. Handbook of Mathematical Functions with Formulas, Graphs and Mathematical Tables;Abramowitz,1972

2. Irreversible investment under interest rate volatility: Some generalizations;Alvarez;Journal of Business,2006

3. Does risk aversion accelerate optimal forest rotation under uncertainty?;Alvarez;The Journal of Forest Economics,2006

4. Asset Pricing;Cochrane,2005

5. A theory of the term structure of interest rates;Cox;Econometrica,1985

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Analytical Fixed Income Pricing in Discrete-Time: A New Family of Models;SSRN Electronic Journal;2024

2. OPTIMAL TIMES TO BUY AND SELL A HOME;International Journal of Theoretical and Applied Finance;2023-12

3. Pricing of vulnerable options based on an uncertain CIR interest rate model;AIMS Mathematics;2023

4. Pricing Cat Bonds for Cloud Service Failures;Journal of Risk and Financial Management;2022-10-15

5. Investment under uncertainty with a zero lower bound on interest rates;Economics Letters;2020-03

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