Maximum likelihood estimation of the Hull–White model
Author:
Funder
Grantová Agentura České Republiky
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference39 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Analyzing Short-Rate Models for Efficient Bond Option Pricing: A Review;Operations Research Forum;2024-08-17
2. Pricing Pandemic Bonds under Hull–White & Stochastic Logistic Growth Model;Risks;2023-08-28
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