Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Pricing the zero-coupon bond of the extended Cox-Ingersoll-Ross model
  using Malliavin calculus   In this paper, we price the zero-coupon bond of the extended
Cox-Ingersoll-Ross model by a Dyson type formula established in one of the
authors' paper Jin, Peng and Schelllhorn (2016) using Malliavin calculus. This
formula provides a fast convergent series to represent the bond price, and it
depends on the given drift and volatility of the interest rate process but not
the instantaneous forward rate used in Maghsoodi (1996). This expression can be
also regarded as a new solution to a class of Reccati equations with
time-dependent coefficients.

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The categories of this paper are: nlin
1
The categories of this paper are: cs
5
The categories of this paper are: gr-qc
24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
18
The categories of this paper are: econ
30
The categories of this paper are: q-alg
22
The categories of this paper are: chao-dyn
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The categories of this paper are: hep-ex
36
The categories of this paper are: cmp-lg
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The categories of this paper are: eess
25
The categories of this paper are: patt-sol
27
The categories of this paper are: comp-gas
26
The categories of this paper are: bayes-an