Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison.
| Year of publication: |
1994
|
|---|---|
| Authors: | Bianchi, C. ; Cesari, R. ; Panattoni, L. |
| Institutions: | Banca d'Italia |
| Subject: | econometrics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 76 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005640905