Interest rates calibration with a CIR model

The Journal of Risk Finance 2019 / 08 Vol. 20; Iss. 4

Interest rates calibration with a CIR model

Orlando, Giuseppe, Mininni, Rosa Maria, Bufalo, Michele
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Volume:
20
Journal:
The Journal of Risk Finance
DOI:
10.1108/jrf-05-2019-0080
Date:
August, 2019
File:
PDF, 424 KB
2019
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