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Some characterizations for the CIR model with Markov switching Journal article
Tong, Jinying, Sun, Yaqin, Zhang, Zhenzhong, Zhou, Tiandao, Qin, Zhenjiang. Some characterizations for the CIR model with Markov switching[J]. Stochastics and Dynamics, 2020, 21(4), 2150022.
Authors:  Tong, Jinying;  Sun, Yaqin;  Zhang, Zhenzhong;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.8/1.1 | Submit date：2021/12/08
Covariance Function  Cox-ingersoll-ross (Cir) Model  Markov Chain  
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques Journal article
Deng Ding, Qi Fu, Jacky So. Pricing Callable Bonds Based on Monte Carlo Simulation Techniques[J]. Technology and Investment, 2012, 3(2), 121--125.
Authors:  Deng Ding;  Qi Fu;  Jacky So
Favorite |  | Submit date：2019/07/23
Callable Bond  Monte Carlo Simulation  Cir Model  Embedded Option Pricing