Calibration of the Extended CIR Model (Q5470286)
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scientific article; zbMATH DE number 5029060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the Extended CIR Model |
scientific article; zbMATH DE number 5029060 |
Statements
Calibration of the Extended CIR Model (English)
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30 May 2006
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extended CIR model
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calibration
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inverse problem
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stochastic differential equation
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algorithm
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zero-coupon bond prices
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numerical results
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