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Short Rate as a Sum of Two CKLS-Type Processes.

Zuzana BuckováJana HalgasováBeáta Stehlíková
Published in: NAA (2016)
Keyphrases
  • objective function
  • three dimensional
  • weighted sum
  • stochastic processes
  • information retrieval
  • similarity measure
  • lower bound
  • computational model
  • process model
  • multiple types
  • growth rate