Cross sectional efficient estimation of stochastic volatility short rate models

D. Danilov, P.K. Mandal

Research output: Book/ReportReportAcademic

28 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages23
Publication statusPublished - 2001

Publication series

NameReport Eurandom
Volume2001036
ISSN (Print)1389-2355

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