What are the parameters of the CIR model, and what do they represent?
The parameters of the CIR model are $\kappa$, $\theta$, $\sigma$, and $dW_t$. $\kappa$ is the mean reversion speed, $\theta$ is the longrun mean of the interest rate, $\sigma$ is the volatility of the interest rate, and $dW_t$ is a Wiener process.