Models of the Short Interest Rate in Discrete Processes

Open Journal of Applied Sciences

ISSN Print: 2165-3917
ISSN Online: 2165-3925
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"Models of the Short Interest Rate in Discrete Processes"
written by Naoyuki Ishimura, Bold Javkhlan, MasaAki Nakamura, Zheng Wei,
published by Open Journal of Applied Sciences, Vol.3 No.1B1, 2013

has been cited by the following article(s):

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[1]	Multi-period investment strategies under cumulative prospect theory
	2019

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[1]	A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing Applied Stochastic Models in Business and Industry, 2026 DOI:10.1002/asmb.70097

[2]	Multi-Period Investment Strategies under Cumulative Prospect Theory Journal of Risk and Financial Management, 2019 DOI:10.3390/jrfm12020083

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