Work

A New Approach to CIR Short-Term Rates Modelling

Year: 2018

Type: book-chapter

Source: Contributions to management science

DOI: 10.1007/978-3-319-95285-7_2

Authors: Giuseppe Orlando, Rosa Maria Mininni, Michele Bufalo

Institutions: Università di Camerino, University of Bari Aldo Moro, Sapienza University of Rome

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2887738731

FWCI: 12.3

Cites: 23

Cited by: 21

Related to: 10