Gaussian estimation of continuous time diffusions of UK interest rates
Year of publication: |
2011
|
---|---|
Authors: | Nowman, K. Ben |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2011, 8, p. 1618-1624
|
Publisher: |
Elsevier |
Subject: | Gaussian estimation | CKLS | CIRSR | Term structure | Feedback effect |
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