R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
Main Authors: | , |
---|---|
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 |
_version_ | 1826049566446714880 |
---|---|
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 |
collection | UGM |
first_indexed | 2024-03-13T23:48:35Z |
format | Article |
id | oai:generic.eprints.org:136817 |
institution | Universiti Gadjah Mada |
language | English |
last_indexed | 2024-03-13T23:48:35Z |
publishDate | 2014 |
publisher | Department of Statistics and Department of Mathematics ITS |
record_format | dspace |
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 |