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Behaviour of the maximum likelihood estimations for the CIR-model when limited discrete samples are used
Lorimier, Sabine - 1993
Persistent link: https://www.econbiz.de/10000142022
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A sensitivity analysis of an estimation method of the forward rate or the yield curve
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554943
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A nonparametric method to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554949
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Adjusted methods to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000555136