مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

Forward–backward SDEs and the CIR model

Author/Authors :

Cody Blaine Hyndman، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

1676

To page :

1682

Keywords :

CIR model , Bond price , Forward–backward stochastic differential equations , Riccati equations

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

141084

Link To Document :