How to handle negative interest rates in a CIR framework (Q2101691)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to handle negative interest rates in a CIR framework |
scientific article |
Statements
How to handle negative interest rates in a CIR framework (English)
0 references
6 December 2022
0 references
CIR model
0 references
negative interest rates
0 references
calibration
0 references
forecasting and simulation
0 references
Riccati equations
0 references
0 references
