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Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields
Vidal Nunes, João Pedro - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1197-1231
Persistent link: https://www.econbiz.de/10008395568
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Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136