I have this formula
i(n)/i(n-1) ~ lognormal(mean ,variance)
Assume i(n-1), mean and variance are given, how should I go on producing i(n)
i(n) is interest rate at time n
And i(n-1) is interest rate at time n-1
I have this formula
i(n)/i(n-1) ~ lognormal(mean ,variance)
Assume i(n-1), mean and variance are given, how should I go on producing i(n)
i(n) is interest rate at time n
And i(n-1) is interest rate at time n-1
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