The highlight of this article is that based on several famous interest rate models, a new general model is proposed whose drift can be linear and nonlinear.
本文的突出特色表现为:在多个著名利率模型的基础上,提出了一个新的一般模型,其漂移项涵盖了线性和非线性两种形式。
The highlight of this article is that based on several famous interest rate models, a new general model is proposed whose drift can be linear and nonlinear.
本文的突出特色表现为:在多个著名利率模型的基础上,提出了一个新的一般模型,其漂移项涵盖了线性和非线性两种形式。
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