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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj, (2012)
Nonparametric Interest Rate Cap Pricing : Implications for the 'Unspanned Stochastic Volatility' Puzzle
Wu, Tao L., (2011)
Nonparametric Interest Rate Cap Pricing : Implications for the 'Unspanned Stochastic Volatility'
Recent developments in continuous time econometric modelling
Nowman, Kalid Ben, (1991)
Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben, (1997)
Continuous time econometric modelling of energy demand : a new approach
Nowman, Kalid Ben, (1992)