Hull–White model (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Hull–White model" in English language version.

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arxiv.org

Fries, Christian (2016). "A Short Note on the Exact Stochastic Simulation Scheme of the Hull-White Model and Its Implementation". SSRN. doi:10.2139/ssrn.2737091. Retrieved October 15, 2023.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (2018). "A New Approach to CIR Short-Term Rates Modelling". New Methods in Fixed Income Modeling. Contributions to Management Science. Springer International Publishing: 35–43. doi:10.1007/978-3-319-95285-7_2. ISBN 978-3-319-95284-0.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (1 January 2019). "A new approach to forecast market interest rates through the CIR model". Studies in Economics and Finance. 37 (2): 267–292. doi:10.1108/SEF-03-2019-0116. ISSN 1086-7376. S2CID 204424299.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (19 August 2019). "Interest rates calibration with a CIR model". The Journal of Risk Finance. 20 (4): 370–387. doi:10.1108/JRF-05-2019-0080. ISSN 1526-5943. S2CID 204435499.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (July 2020). "Forecasting interest rates through Vasicek and CIR models: A partitioning approach". Journal of Forecasting. 39 (4): 569–579. arXiv:1901.02246. doi:10.1002/for.2642. ISSN 0277-6693. S2CID 126507446.
Orlando, Giuseppe; Bufalo, Michele (2021-05-26). "Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work". Journal of Forecasting. 40 (8): 1566–1580. doi:10.1002/for.2783. ISSN 0277-6693.

Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (1 January 2019). "A new approach to forecast market interest rates through the CIR model". Studies in Economics and Finance. 37 (2): 267–292. doi:10.1108/SEF-03-2019-0116. ISSN 1086-7376. S2CID 204424299.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (19 August 2019). "Interest rates calibration with a CIR model". The Journal of Risk Finance. 20 (4): 370–387. doi:10.1108/JRF-05-2019-0080. ISSN 1526-5943. S2CID 204435499.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (July 2020). "Forecasting interest rates through Vasicek and CIR models: A partitioning approach". Journal of Forecasting. 39 (4): 569–579. arXiv:1901.02246. doi:10.1002/for.2642. ISSN 0277-6693. S2CID 126507446.

Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (1 January 2019). "A new approach to forecast market interest rates through the CIR model". Studies in Economics and Finance. 37 (2): 267–292. doi:10.1108/SEF-03-2019-0116. ISSN 1086-7376. S2CID 204424299.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (19 August 2019). "Interest rates calibration with a CIR model". The Journal of Risk Finance. 20 (4): 370–387. doi:10.1108/JRF-05-2019-0080. ISSN 1526-5943. S2CID 204435499.
Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (July 2020). "Forecasting interest rates through Vasicek and CIR models: A partitioning approach". Journal of Forecasting. 39 (4): 569–579. arXiv:1901.02246. doi:10.1002/for.2642. ISSN 0277-6693. S2CID 126507446.
Orlando, Giuseppe; Bufalo, Michele (2021-05-26). "Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work". Journal of Forecasting. 40 (8): 1566–1580. doi:10.1002/for.2783. ISSN 0277-6693.