SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Fundamental Solutions for Zero-Coupon Bond Pricing Models · Study

ArticleShelves

ArticleFundamental Solutions for Zero-Coupon Bond Pricing Models

Charlemagne Pooe2004

Article2004

Fundamental Solutions for Zero-Coupon Bond Pricing Models

Charlemagne Pooe · Fazal Mahmood Mahomed · Célestin Wafo Soh

40 citations·0/0 files stored·Nonlinear Dynamics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Differential Equations and Boundary Problems

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 40 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate 1986Term Structure Movements and Pricing Interest Rate Contingent Claims 1998Derivatives: The Theory and Practice of Financial Engineering 1999A Parametric Nonlinear Model of Term Structure Dynamics 1987Arbitrage, Continuous Trading, and Margin Requirements 2000New solutions to the bond-pricing equation via Lie's classical method

Cited by

2007Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions 2016Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000New solutions to the bond-pricing equation via Lie's classical methodarticle · 7 shared references 2002Pricing Interest Rate Derivatives: A General Approacharticle · 5 shared references 2005A Selective Overview of Nonparametric Methods in Financial Econometricsarticle · 5 shared references 1994A survey of stochastic continuous time models of the term structure of interest ratesarticle · 5 shared references 2003Modeling the term structure of interest rates: A new approacharticle · 5 shared references 2009Some recent developments in nonparametric financechapter · 5 shared references

Details

Year2004

Typearticle

Published2004-04-01

VenueNonlinear Dynamics

ISSN-L0924-090X

Languageen

Citations40

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1023/b:nody.0000034647.76381.04

openalex_workW1973989183

Links

Imported from OpenAlex (CC0) — nothing here is generated.