Transition densities for interest rate and other nonlinear diffusions
Yacine Ai͏̈t-Sahalia
| Year of publication: |
1999
|
|---|---|
| Authors: | Aït-Sahalia, Yacine |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 4, p. 1361-1395
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| Subject: | Zinsstruktur | Yield curve | Geldmarkt | Money market | Schätzung | Estimation | Theorie | Theory | USA | United States | 1963-1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001395770