Author:
Gáll József,Pap Gyula,Peeters Willem
Publisher
Springer Science and Business Media LLC
Reference15 articles.
1. Björk T. (1998). Arbitrage Theory in Continuous Time. Oxford University Press, Oxford
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3. Gáll J., Pap G. and Zuijlen M.v. (2003). Limiting connection between discrete and continuous time forward interest rate curve models. Acta Appl. Math. 78: 137–144
4. Gáll J., Pap G. and Zuijlen M.v. (2003). The maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet. J. Appl. Math. 2004(4): 293–309
5. Gáll, J., Pap, G., Zuijlen, M.v.: Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model. Working paper, Radboud University, Nijmegen, The Netherlands (2005)
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