Adaptive interest rate modelling (Q4687604)
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scientific article; zbMATH DE number 6952596
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Adaptive interest rate modelling |
scientific article; zbMATH DE number 6952596 |
Statements
Adaptive Interest Rate Modelling (English)
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12 October 2018
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CIR model
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local parametric approach
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time homogeneous interval
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adaptive statistical techniques
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0.7555953860282898
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0.7457879185676575
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0.7384473085403442
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0.7318293452262878
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