Academic Thesis

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Name Kagraoka Yusho
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Title 

Short-term interest rate model with nonlinear mean reversion

					

					

						

							

								

									
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Author 

									
								

							

						

						
Yusho Kagraoka, Zhaoyun Shi

					

					

						

							

								

									
Summary 

									
								

							

						

						
 

					

					

						

							

								

									
Magazine(name) 

									
								

							

						

						
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000. (CIFEr)

					

					

						

							

								

									
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74

					

					

						

							

								

									
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77

					

					

						

							

								

									
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2000/02

					

					

						

							

								

									
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English

					

					

						

							

								

									
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International Journal 

									
								

							

						

						
 

					

					

						

							

								

									
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