Author:
Cotton Peter,Fouque Jean-Pierre,Papanicolaou George,Sircar Ronnie
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference16 articles.
1. P.Cotton(2001 ):An Analytic Approach to Ornstein-Uhlenbeck Processes with Fluctuating Parameters and Applications in the Modeling of Fixed Income Securities. Ph.D. thesis , Stanford University.
2. A YIELD-FACTOR MODEL OF INTEREST RATES
Cited by
43 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