Cox-Ingersoll-Ross model |
“Cox-Ingersoll-Ross model” is strongly related to:
John Carrington Cox CIR process Mean reversion Jonathan E. Ingersoll Stephen Ross (economist) Market risk Vasicek model Stochastic differential equation Short rate model Econometrica Hull-White model Interest rate derivative Wiener process Mathematical finance Steady state Prentice Hall Mathematical model Interest Standard deviation
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