Threshold estimation of Markov models with jumps and interest rate modeling
Cecilia Mancini; Roberto Renò
| Year of publication: |
2010
|
|---|---|
| Authors: | Mancini, Cecilia ; Renò, Roberto |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 77-92
|
| Subject: | Markov-Kette | Markov chain | Zinsstruktur | Yield curve | Zins | Interest rate | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
| 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/10009242541