Author of the publication

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

, , , and . J. Systems Science & Complexity, 23 (2): 261-269 (2010)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model., , , and . J. Systems Science & Complexity, 23 (2): 261-269 (2010)Trade Credit Term Determination Under Supply Chain Coordination: A Principal-Agent Model., , and . ICIC (1), volume 4681 of Lecture Notes in Computer Science, page 56-67. Springer, (2007)Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling.. ESCAPE, volume 4614 of Lecture Notes in Computer Science, page 163-174. Springer, (2007)On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas., , , and . WINE, volume 4286 of Lecture Notes in Computer Science, page 214-224. Springer, (2006)