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New Approximations to Bond Prices in the Cox–Ingersoll–Ross Convergence Model with Dynamic Correlation JOURNAL ARTICLE published 23 June 2021 in Mathematics Research funded by Vedecká Grantová Agentúra MŠVVaŠ SR a SAV (VEGA 1/0062/18) |
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Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model JOURNAL ARTICLE published January 2016 in SIAM Journal on Financial Mathematics |
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The Cox–Ingersoll–Ross model with delay and strong convergence of its Euler–Maruyama approximate solutions JOURNAL ARTICLE published October 2009 in Applied Numerical Mathematics |
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From Transience to Recurrence for Cox–Ingersoll–Ross Model When b < 0 JOURNAL ARTICLE published 30 October 2023 in Mathematics Research funded by National Science Foundation of China (11501325) |
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Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox–Ingersoll–Ross model JOURNAL ARTICLE published August 2017 in Applied Numerical Mathematics |
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Uniform Asymptotic Estimate for the Ruin Probability in a Renewal Risk Model with Cox–Ingersoll–Ross Returns JOURNAL ARTICLE published 2 March 2023 in Mathematics Research funded by National Science Foundation of China (71271042) |
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Parameter estimation for discretely observed Cox–Ingersoll–Ross model driven by fractional Lévy processes JOURNAL ARTICLE published 2023 in AIMS Mathematics |
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On pricing of forward and futures contracts on zero-coupon bonds in the Cox-Ingersoll-Ross model OTHER published 2004 in Contemporary Mathematics |
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Portfolio Rules with Log Consumption Utility and Cox–Ingersoll–Ross Interest Rate JOURNAL ARTICLE published April 2015 in Computational Mathematics and Modeling |
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PENENTUAN PREMI ASURANSI JIWA BERJANGKA MENGGUNAKAN MODEL VASICEK DAN MODEL COX-INGERSOLL-ROSS (CIR) JOURNAL ARTICLE published 31 December 2018 in Journal of Mathematics and Its Applications |
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Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching JOURNAL ARTICLE published 8 January 2022 in IMA Journal of Management Mathematics Research funded by National Natural Science Foundation of China (11601189) | Research Base of Humanities and Social Sciences outside Jiangsu Universities (2017ZSJD020) |
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Numerical evaluation of complex logarithms in the Cox–Ingersoll–Ross model JOURNAL ARTICLE published May 2013 in International Journal of Computer Mathematics |
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An adaptive splitting method for the Cox-Ingersoll-Ross process JOURNAL ARTICLE published April 2023 in Applied Numerical Mathematics |
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Generalisation of fractional Cox–Ingersoll–Ross process JOURNAL ARTICLE published August 2022 in Results in Applied Mathematics |
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The role of adaptivity in a numerical method for the Cox–Ingersoll–Ross model JOURNAL ARTICLE published August 2022 in Journal of Computational and Applied Mathematics |
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A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model JOURNAL ARTICLE published October 2015 in IMA Journal of Management Mathematics |
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Numerical methods for jump-extended Cox-Ingersoll-Ross and constant elasticity of variance models PROCEEDINGS ARTICLE published January 2020 in 2020 International Conference on Mathematics and Computers in Science and Engineering (MACISE) |
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Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate JOURNAL ARTICLE published February 2013 in Moscow University Mathematics Bulletin |
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Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching JOURNAL ARTICLE published June 2020 in Science China Mathematics |
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Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension JOURNAL ARTICLE published 6 March 2023 in Mathematics Research funded by The National Research Council of Thailand (NRCT5-RGJ63016-150,B05F640202) | Walailak University (-) |