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On short-rate-models: Black-Karasinski (with constant parameters) compared to Vasicek
When modelling the term structure of interest rates, one widespread possibility is using the Black-Karasinski model, which is given by the following stochastic process ...
Jul 8 '13 at 10:50
newest hullwhite term-structure questions feed
Podcast #57 – We Just Saw This On Florp
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