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

7

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