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Michael Sullivan

Personal Details

First Name:Michael
Middle Name:
Last Name:Sullivan
Suffix:
RePEc Short-ID:psu3
http://www.occ.treas.gov/econ.htm

Affiliation

Office of the Comptroller of the Currency
Department of the Treasury
Government of the United States

Washington, District of Columbia (United States)
http://www.occ.gov/

: 202-874-4700
202-622-6415
400 7th St. SW, Washington, DC 20219
RePEc:edi:occgvus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Michael Sullivan, 1999. "Discrete-Time Continuous-State Interest Rate Models," Computing in Economics and Finance 1999 913, Society for Computational Economics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Michael Sullivan, 1999. "Discrete-Time Continuous-State Interest Rate Models," Computing in Economics and Finance 1999 913, Society for Computational Economics.

    Cited by:

    1. Dan Pirjol, 2015. "Hogan-Weintraub singularity and explosive behaviour in the Black-Derman-Toy model," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1243-1257, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 1999-07-12

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