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Suppose the short-term interest rate r follows a square-root process with dynamics drt = (a - Brt) dt + ovridWt with its current level ro
Suppose the short-term interest rate r follows a square-root process with dynamics drt = (a - Brt) dt + ovridWt with its current level ro = 5%, long-run mean & = 5%, and the speed of mean-reversio...
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