Sequential monitoring of the parameters of a one-factor Cox-Ingersoll-Ross model
Wolfgang Schmid ; Dobromir Tzotchev. Department of Economics, European University Viadrina Frankfurt (Oder)
| Year of publication: |
2003
|
|---|---|
| Authors: | Schmid, Wolfgang ; Tzotchev, Dobromir |
| Publisher: |
Frankfurt (Oder) : European Univ. Viadrina, Dep. of Economics |
| Extent: | 40 S. graph. Darst. 21 cm |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt (Oder) : Europa-Universität Viadrina. - Vol. No. 2003,14 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004831250