Concepedia

P. J. Hunt

PJ

Statistics

Publications

2

Citations

92

H-Index

2

Active since

1998

Affiliations

University of Warwick(Current)

P. J. Hunt is an author at University of Warwick specializing in business, cox-ingersoll-ross model, and financial engineering.

Top concepts

Publications per year

1998–2000

2

Publications

2

Markov-functional interest rate models

P. J. Hunt, Joanne Kennedy, Antoon Pelsser · Finance and Stochastics · 2000 · 82 citations

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Markov-Functional Interest Rate Models

P. J. Hunt, Joanne Kennedy, Antoon Pelsser · SSRN Electronic Journal · 1998 · 10 citations · Full text

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