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~person:"Jeffrey, Andrew"
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Nichtparametrisches Verfahren
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Jeffrey, Andrew
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Nonparametric estimation of a multifator Heath-Jarrow-Morton model : an integrated approach
Jeffrey, Andrew
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001596320
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Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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