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Economics / Fixed income analysis / Statistics / Stochastic processes / Cox–Ingersoll–Ross model / Short-rate model / Vasicek model / Yield curve / Economic model / Mathematical finance / Interest rates / Financial economics


The Parameter Estimation for the CIR model Research conducted to facilitate use of CIR model for interest rate modeling in the Pakistani Financial markets Abstract
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Document Date: 2014-08-20 01:06:33


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File Size: 373,06 KB

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