A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates

Atsuyuki Kogure

Year of publication:	1997
Authors:	Kogure, Atsuyuki
Publisher:	Tokyo : Inst. for Monetary and Economic Studies
Subject:	Zinsderivat \| Interest rate derivative \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Theorie \| Theory \| Japan \| 1981-1992

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