If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, 0, the implied parameters, implied short - term rate: - Cox–Ingersoll–Ross model - Document - PDFSEARCH.IO

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	If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate: Add to Reading List Document Date: 2011-11-11 01:56:56 Open Document File Size: 77,54 KB Share Result on Facebook Company Cox / / SocialTag Stochastic processes Fixed income analysis Interest rates Financial economics Economics Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Spline Statistics Mathematical finance

If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate:Add to Reading List