Affine IR model, GFJ
收藏NIAID Data Ecosystem2026-05-02 收录
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资源简介：
These MATLAB scripts estimate and simulate CIR, and AR(1) models as well as a new Affine model for interest rate introduced in the paper "Analytical Fixed Income Pricing in Discrete-time: A New Family of Models". Each file has explanations of what it does. There are two data files included, both associated to the paper.
创建时间：
2025-08-21
