来自：FRM > 二级 > 电脑版 > Unit3 2023-05-11 15:46
为什么In the Cox-Ingersoll-Ross model, the basis-point volatility of the short-termrate is presumed to be proportional to the square root of the rate, and short-term rates cannot be negative.？
查看更多
134****7575
提问
68
上次登录
870天前
