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Calibration of the Extended CIR Model.

Hongtao Yang
Published in: SIAM J. Appl. Math. (2005)
Keyphrases
  • machine learning
  • real time
  • management system
  • similarity measure
  • computational model
  • theoretical framework
  • statistical model
  • multiscale
  • probabilistic model
  • em algorithm
  • formal model
  • object model
  • autoregressive