Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model
| Year of publication: |
1994
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| Authors: | Pearson, Neil D. ; Sun, Tong-Sheng |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 49.1994, 4, p. 1279-1304
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