Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
| Year of publication: |
2003
|
|---|---|
| Authors: | Bams, Dennis ; Schotman, Peter C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 117.2003, 1, p. 179
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