CIR利率期限结构模型的MLE估计
CIR利率期限结构模型的MLE估计:Kladıvko, K. (2007). Maximum likelihood estimation of the Cox-Ingersoll-Ross process: the Matlab implementation. Technical Computing Prague.附MATLAB代码:
参考链接:
http://bbs.pinggu.org/thread-3791975-1-1.html
页:
[1]