Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model

Journals Menu

Follow SCIRP

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

Citations

"Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model"
written by Alma P. Bimbabou Maboulou, Hopolang P. Mashele,
published by Journal of Mathematical Finance, Vol.5 No.3, 2015

has been cited by the following article(s):

[1]	Inference in Generalized Mean Reverting Processes
	2023

[2]	Regime switching affine processes with applications to finance
	2020

Follow SCIRP

Free SCIRP Newsletters

Add your e-mail address to receive free newsletters from SCIRP.

Top

[1]	Estimation and testing in generalized CIR model The Annals of Applied Probability, 2025 DOI:10.1214/25-AAP2174

[2]	Regime switching affine processes with applications to finance Finance and Stochastics, 2020 DOI:10.1007/s00780-020-00419-2