1
by Evstigneev, Igor V., Hens, Thorsten, Schenk-Hoppé, Klaus Reiner
Published 2015
Springer International Publishing
Table of Contents: ... Market Model -- Risk-Neutral Pricing -- The Cox-Ross-Rubinstein Binomial Model -- American Derivative...

2
by Schulmerich, Marcus
Published 2010
Springer Berlin Heidelberg
... models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models...