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The following code can be used to obtain a Cox-Ingersoll-Ross (CIR) simulations. I created the code to obtain a simulation for interest rates and house prices that were to be used to numerically solve a mortgage pricing PDE.
syedhadi816/Cox-Ingersoll-Ross-CIR-Simulations-
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The following code can be used to obtain a Cox-Ingersoll-Ross (CIR) simulations. I created the code to obtain a simulation for interest rates and house prices that were to be used to numerically solve a mortgage pricing PDE.
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