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Refinado por: autor: Chen, Ren-Raw remover
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Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model
Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model
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Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model

Ren-Raw, Chen ; Scott, Louis

The journal of real estate finance and economics, 2003-09, Vol.27 (2), p.143-172 [Periódico revisado por pares]

Norwell: Springer Nature B.V

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2
Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1
Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1
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Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1

Chen, Ren-Raw ; Scott, Louis

The Review of financial studies, 1992-10, Vol.5 (4), p.613-636 [Periódico revisado por pares]

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3
Pricing Interest Rate Options in a Two-Factor Cox--Ingersoll--Ross Model of the Term Structure
Pricing Interest Rate Options in a Two-Factor Cox--Ingersoll--Ross Model of the Term Structure
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Pricing Interest Rate Options in a Two-Factor Cox--Ingersoll--Ross Model of the Term Structure

Chen, Ren-Raw ; Scott, Louis

The Review of financial studies, 1992-01, Vol.5 (4), p.613-636 [Periódico revisado por pares]

New York, NY: Oxford University Press

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4
Pricing interest rate futures options with futures-style margining
Pricing interest rate futures options with futures-style margining
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Pricing interest rate futures options with futures-style margining

Chen, Ren-Raw ; Scott, Louis

The journal of futures markets, 1993-02, Vol.13 (1), p.15-22 [Periódico revisado por pares]

New York: Wiley Subscription Services, Inc., A Wiley Company

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5
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
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Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

Chen, Ren-Raw ; Scott, Louis

The Journal of fixed income, 1993-12, Vol.3 (3), p.14-31

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6
Stochastic Volatility and Jumps in Interest Rates: An International Analysis
Stochastic Volatility and Jumps in Interest Rates: An International Analysis
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Stochastic Volatility and Jumps in Interest Rates: An International Analysis

Chen, Ren-Raw ; Scott, Louis

SSRN Electronic Journal

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7
Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure
Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure
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Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure

Chen, Ren-Raw ; Scott, Louis

The Journal of derivatives, 1995-11, Vol.3 (2), p.53-72 [Periódico revisado por pares]

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8
Multi-factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model
Multi-factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model
Material Type:
Artigo 		Adicionar ao Meu Espaço

Multi-factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model

Chen, Ren-Raw ; Scott, Louis

The Journal of Real Estate Finance and Economics, 2003, Vol.27 (2), p.143-72

Springer

Sem texto completo

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9
Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of the Term Structure
Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of the Term Structure
Material Type:
Artigo 		Adicionar ao Meu Espaço

Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of the Term Structure

Chen, Ren-Raw ; Scott, Louis O

Review of Financial Studies, 1992, Vol.5 (4), p.613-36

Oxford University Press for Society for Financial Studies

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