Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields
| Year of publication: |
2009
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|---|---|
| Authors: | Vidal Nunes, João Pedro |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 44.2009, 5, p. 1197-1231
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