Browsing School of Economic Sciences and Business by Subject "Vasicek model"

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  • A Relative Research of the Vasicek and the CIR Model 

    Christoforou, Nektaria (Business Administration Programm, School of Economic Sciences and Business, Neapolis University Pafos, 2017)
    Recent years have seen the development of theoretical models of the structure of interest rate models. The modeling and forecasting of interest rates is an especially prime and challenging. It is one of the most prime ...