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/content/drive/MyDrive/pdf_folder/255597.pdf | 80 | _page_80_Figure_0.jpeg)
The following parameters were used in the constraction of the figure: the arrangement fee ( ξ) is 2%; the contract rate (*c*) is 18%; the spot interest rate (*r*(0)) is 10%; the long term average of the interest rate (θ) is 24%; the speed of reversion (κ) is 56%; the interest rate volatility ( ... |
/content/drive/MyDrive/pdf_folder/255597.pdf | 81 | _page_81_Figure_3.jpeg)
The following parameters were used in the constraction of the figure: the arrangement fee ( ξ) is 2%; the contract rate (*c*) is 18%; the spot interest rate (*r*(0)) is 10%;the long term average of the interest rate (θ) is 24%; the speed of reversion (κ) is 56%; the interest rate volatility ( σ... |
/content/drive/MyDrive/pdf_folder/255597.pdf | 83 | _page_83_Figure_0.jpeg)
The following parameters were used in the constraction of the figure: the arrangement fee ( ξ) is 2%; the contract rate (*c*) is 18%; the early termination penalty ( π) is 2%; the spot interest rate (*r*(0)) is 10%; the long term average of the interest rate (θ) is 24%; the speed of reversion (... |
/content/drive/MyDrive/pdf_folder/255597.pdf | 84 | _page_84_Figure_0.jpeg)
The following parameters were used in the constraction of the figure: the arrangement fee ( ξ) is 2%; the contract rate (*c*) is 18%; the spot interest rate (*r*(0)) is 10%;the long term average of the interest rate (θ) is 24%; the speed of reversion (κ) is 56%; the interest rate volatility ( σ... |
/content/drive/MyDrive/pdf_folder/255597.pdf | 85 | _page_85_Figure_0.jpeg)
The following parameters were used in the constraction of the figure: the arrangement fee ( ξ) is 2%; the contract rate (*c*) is 18%; the early termination penalty ( π) is 2%; the spot interest rate (*r*(0)) is 10%; the long term average of the interest rate (θ) is 24%; the speed of reversion (... |
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