On the specification of the drift and diffusion functions for continuous-time models of the spot interest rate
Year of publication: |
2002
|
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Authors: | Hurn, Stan ; Lindsay, Kenneth A. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 64.2002, 5, p. 547-564
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Statistische Methode | Statistical method | Schätzung | Estimation | Theorie | Theory |
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