Parameter estimation of Vasicek interest rate model and its limitation
Described a method to estimate parameters in Vasicek interest rate model based on historical interest rate data and discussed its limitation.
Видео Parameter estimation of Vasicek interest rate model and its limitation канала Statistics and Risk Modeling
Видео Parameter estimation of Vasicek interest rate model and its limitation канала Statistics and Risk Modeling
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6 апреля 2019 г. 1:11:32
00:10:44
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