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Match the model to its description: Vasicek Ho and Lee Fabozzi Kalotay and Williams A. The short rate is mean reverting. B. The short rate
Match the model to its description:
Vasicek
Ho and Lee
Fabozzi Kalotay and Williams
A. The short rate is mean reverting.
B. The short rate drift incorporates the expected future rate from the futures market and/or yield curve.
C. The log of the short rate follows a diffusion process with drift.
D. The short rate follows a square root process.
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