Cox–Ingersoll–Ross model (Q4385634)

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stochastic model for the evolution of financial interest rates
  • Cox-Ingersoll-Ross model
  • CIR model
  • square-root diffusion
  • cir model
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English
Cox–Ingersoll–Ross model
stochastic model for the evolution of financial interest rates
  • Cox-Ingersoll-Ross model
  • CIR model
  • square-root diffusion
  • cir model

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