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| Linear Bonds Valuation with Interest Rate Models Comparison of different interest rate models for valuing Belgian coupon bonds. | |
| The Discretization Bias for Processes of the Short-Term Rate Analysis of Vasicek and Cox-Ingersoll-Ross models, and the inherent discretization bias in both. Also suggests a correction for this bias. | ||
| Parameter Estimation and Bessel Processes in Financial Models Doctoral thesis by Anja Going-Jaschke of University of Bochum. | ||
| Risk Neutral Pricing and the Term Structure of Interest Rates Critical review of theories of term structure that employ the risk neutral pricing methodology. | ||
| Cox-Ingersoll--Ross Model Estimation of multi-factor models of the term structure of interest rates from a multivariate time series of yields observed at discrete points in time. | ||
| Formulation of the Multi-Factor Cox-Ingersoll-Ross Model Mathematical representation of the Cox-Intersoll-Ross interest rate model. | ||
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