Modeling Short Term Interest Rates Using the Vasicek and Cox–ingersoll–ross Models

Modeling Short Term Interest Rates Using the Vasicek and Cox–ingersoll–ross Models

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Bibliographic Details
Main Authors: Md Sa’at A. S., Shair S. N., Md Lazam N., Yusof A. Y., Mohd Amin M. N., Rose Irnawaty Ibrahim, Mohd Ghani N. A.
Format: journal::journal article
Language:en_US
Published: Lviv Polytechnic National University, Ukraine 2025
Subjects:
stochastic modeling
interest rate risk
Vasicek model
Cox–Ingersoll–Ross model.
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