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~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Aït-Sahalia, Yacine"
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Aït-Sahalia, Yacine
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ECONIS (ZBW)
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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783429
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Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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