When are multifactor models used?
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Q4: In the Vasicek one factor model, the
Q5: Does the 2-factor Vasicek model fit the
Q6: Given that we now have two stochastic
Q7: Why is it considered that implied volatility
Q8: What peculiarity of a yield curve steepner
Q10: What modi?cations should be included to Ito's
Q11: How is the multivariate Ito's lemma defined?
Q12: Can a solution always be found in
Q13: In the 2-factor Hull-White model, what is
Q14: Under the Vasicek model, what degree of
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