English Hull–White model Cited by user 87.12.216.207 on 12 Sep 2021 In financial mathematics, the Hull–White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no-arbitrage models that…
English Cox–Ingersoll–Ross model Cited by user 150.214.100.105 on 01 Sep 2020 In mathematical finance, the Cox–Ingersoll–Ross (CIR) model describes the evolution of interest rates.