Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility

Thiago Ramos Almeida

Year of publication:	2024
Authors:	Almeida, Thiago Ramos
Published in:	Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102337, p. 1-14
Subject:	Financial economics \| Interest rate \| Option pricing \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Zinsstruktur \| Yield curve \| Stochastischer Prozess \| Stochastic process \| Zinsderivat \| Interest rate derivative \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation

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