Continuous time and nonparametric modeling of U.S. interest rate models
Year of publication: |
2003
|
---|---|
Authors: | Nowman, Kalid Ben ; Saltoğlu, Burak |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 12.2003, 1, p. 25-34
|
Subject: | continuous time interest rate model | Zins | Interest rate | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States |
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