Cox–Ingersoll–Ross model (Q4385634)
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stochastic model for the evolution of financial interest rates
- Cox-Ingersoll-Ross model
- CIR model
- square-root diffusion
- cir model
Language | Label | Description | Also known as |
---|---|---|---|
English | Cox–Ingersoll–Ross model |
stochastic model for the evolution of financial interest rates |
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Statements
Square-root diffusion
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Sitelinks
Wikipedia(7 entries)
- dewiki Wurzel-Diffusionsprozess
- enwiki Cox–Ingersoll–Ross model
- fawiki مدل کاکس-اینگرسول-راس
- frwiki Modèle Cox-Ingersoll-Ross
- itwiki Modello Cox-Ingersoll-Ross
- jawiki コックス・インガーソル・ロス・モデル
- ruwiki Модель Кокса-Ингерсола-Росса
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Wiktionary(0 entries)
Multilingual sites(1 entry)
- commonswiki Category:Square-root diffusion