karasinski black model

Calcite | Level 5

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

1 REPLY 1

Opal | Level 21

Re: karasinski black model

Posted 02-13-2013 10:57 AM (765 views) | In reply to Alexey

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.