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RePEc:edi:occgvus (more details at EDIRC)
Research outputJump to: Working papers
- Michael Sullivan, 1999. "Discrete-Time Continuous-State Interest Rate Models," Computing in Economics and Finance 1999 913, Society for Computational Economics.
CitationsMany 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.
- Michael Sullivan, 1999.
"Discrete-Time Continuous-State Interest Rate Models,"
Computing in Economics and Finance 1999
913, Society for Computational Economics.
- 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.
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