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~institution:"Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Monte Carlo simulation"
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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MCMC based estimation of term structure models
Mikkelsen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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