Arbitrary initial term structure within the CIR model : a perturbative solution
Carlo Mari & Roberto Renò
| Year of publication: |
2006
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|---|---|
| Authors: | Mari, Carlo ; Renò, Roberto |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 13.2006, 2, p. 143-153
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| Subject: | Heath-Jarrow-Morton methodology | Zinsstruktur | Yield curve | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331421