(Solution Download) Which one of the following term-structure models does not include this characteristic?
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A plausible stochastic process for the short-term rate is often considered to be one where the rate is pulled back to some long-run average level. Which
one of the following term-structure models does notinclude this characteristic?
A. The Vasicek model
B. The Ho-Lee model
C. The Hull-White model
D. The Cox-Ingersoll-Ross model
This question was answered on: Oct 24, 2017
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