The testing result discloses that the drift and diffusion function are nonlinear, and the distribution of interest rate does not follow the specification in the parametric models.
结果显示,短期利率扩散过程的漂移函数和扩散函数都是非线性的,短期利率的概率分布不服从参数模型所假设的分布。
The testing result discloses that the drift and diffusion function are nonlinear, and the distribution of interest rate does not follow the specification in the parametric models.
结果显示,短期利率扩散过程的漂移函数和扩散函数都是非线性的,短期利率的概率分布不服从参数模型所假设的分布。
应用推荐