Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by
19 articles.
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1. The Duffie–Kan Two-Factor Models;Yield Curves and Forward Curves for Diffusion Models of Short Rates;2019
2. The Vasiček Model;Yield Curves and Forward Curves for Diffusion Models of Short Rates;2019
3. The Processes of Short-Term Interest Rates and Their Probability Densities;Yield Curves and Forward Curves for Diffusion Models of Short Rates;2019
4. The probability density of the processes of yield interest rates;Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika;2016-09-01
5. Probability Properties of Interest Rate Models;Communications in Computer and Information Science;2016