Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences
Work
Year: 2019
Type: article
Author Cheng-Hsun Wu
Institution Soochow University
Cites: 25
Cited by: 2
Related to: 10
FWCI: 0.261
Citation percentile (by year/subfield): 63.64
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze