The Influenza Futures Markets

OTHER published 27 December 2010 in Forecasting in Financial and Sports Gambling Markets

Interest rate derivatives for the fractional Cox-Ingersoll-Ross model

JOURNAL ARTICLE published 16 September 2023 in Algorithmic Finance

Authors: Jaya P.N. Bishwal

An Intertemporal General Equilibrium Model of Asset Prices

JOURNAL ARTICLE published March 1985 in Econometrica

Authors: John C. Cox | Jonathan E. Ingersoll | Stephen A. Ross

Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Christopher G. Lamoureux | Kenneth Roskelley

DCC analysis of two exchange markets with a factor of Japan dollars: Study of Philippine and Indonesia exchange markets

PROCEEDINGS ARTICLE published November 2010 in 5th International Conference on Computer Sciences and Convergence Information Technology

Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model

JOURNAL ARTICLE published April 2010 in Journal of Systems Science and Complexity

Authors: Ping Li | Peng Shi | Guangdong Huang | Xiaojun Shi

Frontmatter

OTHER published 27 December 2010 in Forecasting in Financial and Sports Gambling Markets

Simultaneous Financial Time Series

OTHER published 27 December 2010 in Forecasting in Financial and Sports Gambling Markets

Numerical methods for jump-extended cox-ingersoll-ross and constant elasticity of variance models

DISSERTATION published

Authors: Purin Klunklar

Uma aproximação do tipo Euller - Maruyama para o processo de Cox-Ingersoll-Ross

DISSERTATION published

Authors: Ricardo Felipe Ferreira

The Fundamental Cox, Ingersoll, and Ross Model with Exponential and Lognormal Jumps

OTHER published 2 January 2012 in Dynamic Term Structure Modeling

LIBOR Convexity Adjustments for the Vasicek and Cox-Ingersoll-Ross Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Bruno Gaminha | Raquel M. Gaspar | Orlando Oliveira

Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process

JOURNAL ARTICLE published 19 January 2020 in IMA Journal of Numerical Analysis

Research funded by Engineering and Physical Sciences Research Council (EPSRC EP/N509711/1)

Authors: Andrei Cozma | Christoph Reisinger

Strong convergence rates for Cox–Ingersoll–Ross processes — Full parameter range

JOURNAL ARTICLE published March 2018 in Journal of Mathematical Analysis and Applications

Authors: Mario Hefter | André Herzwurm

An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process

JOURNAL ARTICLE published 8 April 2012 in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Authors: Steffen Dereich | Andreas Neuenkirch | Lukasz Szpruch

Volatility forecasting in a tick data model

BOOK CHAPTER published 2007 in Forecasting Volatility in the Financial Markets

Authors: L.C.G. Rogers

Adaptive Modeling Concepts in Dynamic Markets

OTHER published 27 December 2010 in Forecasting in Financial and Sports Gambling Markets

Single‐Equation Modeling: Sports Gambling Markets

OTHER published 27 December 2010 in Forecasting in Financial and Sports Gambling Markets

Testing Arbitrage Models Without Adding an Error Model: An Application to Cox, Ingersoll, and Ross

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kenneth Roskelley | Christopher G. Lamoureux

Change detection in the Cox–Ingersoll–Ross model

JOURNAL ARTICLE published 1 June 2016 in Statistics & Risk Modeling

Research funded by European Social Fund (TÁMOP 4.2.4. A/2-11-1-2012-0001)

Authors: Gyula Pap | Tamás T. Szabó