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Alternative estimators of the Cox, Ingersoll and Ross model of the therm structure of interest rates : a Monte Carlo comparison
Bianchi, Carlo
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1994
Persistent link: https://www.econbiz.de/10013452429
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On the estimation of stochastic differential equations : the continuous-time maximum-likelihood approach
Cesari, Riccardo
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1989
Persistent link: https://www.econbiz.de/10013452530
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