Gaussian estimation of single-factor continuous time models of the term structure of interest rates
K. B. Nowman
| Year of publication: |
1997
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|---|---|
| Authors: | Nowman, Kalid Ben |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 4, p. 1695-1706
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation | Zins | Interest rate | Volatilität | Volatility | Großbritannien | United Kingdom | USA | United States | 1964-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001227625