Simulation of the present value of perpetuity in CIR interest model (Q2924455)
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scientific article; zbMATH DE number 6364894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of the present value of perpetuity in CIR interest model |
scientific article; zbMATH DE number 6364894 |
Statements
3 November 2014
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perpetuity
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present value
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CIR model
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stochastic simulation
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Simulation of the present value of perpetuity in CIR interest model (English)
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0.769804835319519
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0.7696830034255981
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0.7463503479957581
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