Tamas == Tamas Papp [EMAIL PROTECTED]
on Wed, 1 Oct 2003 17:14:51 +0200 writes:
Tamas I need to find a computationally simple process for the movement of
Tamas interest rates. In this simplified model, an interest rate can have
Tamas 3--5 possible values, and its movement is
On 01-Oct-03 Tamas Papp wrote:
I need to find a computationally simple process for the movement of
interest rates. In this simplified model, an interest rate can have
3--5 possible values, and its movement is characterized by a matrix of
transition probabilities (ie, it is a Markov process).
