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Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence.
Cheng-Hsun Wu
Published in:
J. Comput. Appl. Math. (2024)
Keyphrases
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prior knowledge
probabilistic model
computational model
high level
cost function
probability distribution
conceptual model
bayesian networks
statistical model
hierarchical structure
influence factors