Inference for interest rate models using Milstein’s approximation
Theodoro Koulis; Aera Thavaneswaran
| Year of publication: |
2013
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|---|---|
| Authors: | Koulis, Theodoro ; Thavaneswaran, Aera |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 110-118
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| Subject: | Interest Rate Models | Combined Estimating Functions | Information | Diffusion Processes | Milstein Approximation | Zinsstruktur | Yield curve | Zins | Interest rate | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
| 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/10010240817