Dias, J. C., Larguinho, M. & Braumann, C.A. (2014). Valuation of Bond Options under the CIR Model: Some Computational Remarks. In Pacheco, A., Santos, R., Oliveira, M.R., and Paulino, C.D. (Ed.), New Advances in Statistical Modeling and Applications, Studies in Theoretical and Applied Statistics. (pp. 125-133).: Springer.