Prediction of interest rate using CKLS model with stochastic parameters

DOI10.1063/1.4882527OpenAlexW2008719389MaRDI QIDQ6075537

Pooi Ah Hin, Khor Chia Ying

Publication date: 20 October 2023

Published in: AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4882527

Mathematics Subject Classification ID

General applied mathematics (00A69)

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