R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate

Bibliographic Details
Main Authors: Yunita Wulan Sari, Yunita Wulan Sari, Rokhana, Dwi Bekti
Format: Article
Language:English
Published: Department of Statistics and Department of Mathematics ITS 2014
Subjects:
Online Access:https://repository.ugm.ac.id/136817/1/output.pdf
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author Yunita Wulan Sari, Yunita Wulan Sari
Rokhana, Dwi Bekti
author_facet Yunita Wulan Sari, Yunita Wulan Sari
Rokhana, Dwi Bekti
author_sort Yunita Wulan Sari, Yunita Wulan Sari
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spelling oai:generic.eprints.org:1368172016-10-13T02:34:17Z https://repository.ugm.ac.id/136817/ R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate Yunita Wulan Sari, Yunita Wulan Sari Rokhana, Dwi Bekti Applied Statistics Department of Statistics and Department of Mathematics ITS 2014 Article PeerReviewed application/pdf en https://repository.ugm.ac.id/136817/1/output.pdf Yunita Wulan Sari, Yunita Wulan Sari and Rokhana, Dwi Bekti (2014) R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate. Proceeding of International Conference on Statistics and Mathematics ICSM 2014 ITS. ISSN 2460-0234
spellingShingle Applied Statistics
Yunita Wulan Sari, Yunita Wulan Sari
Rokhana, Dwi Bekti
R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
title R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
title_full R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
title_fullStr R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
title_full_unstemmed R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
title_short R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
title_sort r package for binomial tree of cox ingersoll and ross cir interest rate
topic Applied Statistics
url https://repository.ugm.ac.id/136817/1/output.pdf
work_keys_str_mv AT yunitawulansariyunitawulansari rpackageforbinomialtreeofcoxingersollandrosscirinterestrate
AT rokhanadwibekti rpackageforbinomialtreeofcoxingersollandrosscirinterestrate