Nonparametric density estimation and tests of continuous time interest rate models
Matt Pritsker
| Year of publication: |
1998
|
|---|---|
| Authors: | Pritsker, Matthew |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 11.1998, 3, p. 449-487
|
| Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | Graph. Darst |
|---|---|
| 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://www.econbiz.de/10001249774