Continuous-time short term interest rate models
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/096031098332934
Reference19 articles.
1. Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
2. The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models
3. The Estimation of Open Higher-Order Continuous Time Dynamic Models with Mixed Stock and Flow Data
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