karasinski black model

[Alexey]

hello, somebody know how to build this kind of model?

[art297]

Here is someone you might want to contact: Michael T. Crotty (see: http://repository.lib.ncsu.edu/ir/bitstream/1840.16/3886/1/etd.pdf )

He is currently a SAS employee and that type of analysis was part of his doctoral dissertation.