CIR Model Parameter Estimation
2 mins read In this post, we explore CIR Model parameter estimation. In other words, we consider how to calibrate the Cox Ingersoll
2 mins read In this post, we explore CIR Model parameter estimation. In other words, we consider how to calibrate the Cox Ingersoll
2 mins read We review the one-factor equilibrium Cox Ingersoll Ross (CIR) model and its primary features. The short-term interest rate is one of the