Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters
| Year of publication: |
2010
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|---|---|
| Authors: | De Rossi, Giuliano |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 36.2010, 1, p. 1-17
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