Cox JC, Ingersoll JE, Ross SA. (1985). A Theory of the Term Structure of Interest Rates Econometrica. 53

See more from authors: Cox JC · Ingersoll JE · Ross SA

References and models cited by this paper
References and models that cite this paper

Dangerfield CE, Kay D, Burrage K. (2012). Modeling ion channel dynamics through reflected stochastic differential equations Physical review. E, Statistical, nonlinear, and soft matter physics. 85 [PubMed]

This website requires cookies and limited processing of your personal data in order to function. By continuing to browse or otherwise use this site, you are agreeing to this use. See our Privacy policy and how to cite and terms of use.