Asymptotic expansion for interest rates with non-Gaussian dependent innovations
Takayuki Shiohama and Kenichiro Tamaki
| Year of publication: |
2012
|
|---|---|
| Authors: | Shiohama, Takayuki ; Tamaki, Kenichiro |
| Published in: |
Interest rates : term structure models, monetary policy, and prediction. - New York, NY : Nova Science Publ., ISBN 978-1-61324-720-4. - 2012, p. 19-61
|
| Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009658369