Cox–Ingersoll–Ross model

Summary

Cox–Ingersoll–Ross model is a Short-rate model^[1]. It draws 81 Wikipedia views per month (short_rate_model category, ranking #1 of 1).^[2]

Key Facts

• Cox–Ingersoll–Ross model is credited with the discovery of John Carrington Cox^[3].
• Cox–Ingersoll–Ross model is credited with the discovery of Jonathan E. Ingersoll^[4].
• Cox–Ingersoll–Ross model is credited with the discovery of Stephen Ross^[5].
• Cox–Ingersoll–Ross model's instance of is recorded as Short-rate model^[6].
• Cox–Ingersoll–Ross model's based on is recorded as Vasicek model^[7].
• Cox–Ingersoll–Ross model's Commons category is recorded as Square-root diffusion^[8].
• Cox–Ingersoll–Ross model's time of discovery or invention is recorded as +1985-00-00T00:00:00Z^[9].
• Cox–Ingersoll–Ross model's Freebase ID is recorded as /m/026c2zg^[10].
• Cox–Ingersoll–Ross model's Google Knowledge Graph ID is recorded as /g/120s1vhw^[11].
• Cox–Ingersoll–Ross model's Microsoft Academic ID is recorded as 151205565^[12].
• Cox–Ingersoll–Ross model's OpenAlex ID is recorded as C151205565^[13].

Body

Works and Contributions

Credited discoveries include John Carrington Cox^[3], an economist^[14], b. 1943^[15], of United States^[16], awarded the Fellow of the Econometric Society^[17]; Jonathan E. Ingersoll^[4], an economist^[18], b. 1949^[19], of United States^[20]; and Stephen Ross^[5], an economist^[21], 1944–2017^[22], of United States^[23], awarded the Guggenheim Fellowship^[24].

Why It Matters

Cox–Ingersoll–Ross model draws 81 Wikipedia views per month (short_rate_model category, ranking #1 of 1).^[2] It has Wikipedia articles in 7 language editions, a strong signal of global cultural recognition.^[25] It is known by 10 alternative names across languages and contexts.^[26]