This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
此模型的漂移项为非线性形式,具有显著的均值回复效应,且利率波动对利率水平极为敏感。
This model has nonlinear drift, has significant mean-reverting effect, and the volatility is highly sensitive to interest level.
此模型的漂移项为非线性形式,具有显著的均值回复效应,且利率波动对利率水平极为敏感。
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