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Some international evidence on the stochastic behavior of interest rates

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References

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1992

Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1

182 cited

Cited by

1998Continuous-time short term interest rate models36 cited
2000Further evidence on alternative continuous time models of the short-term interest rate33 cited
2007An analytic approximation formula for pricing zero-coupon bonds29 cited