Cross sectional efficient estimation of stochastic volatility short rate models

D. Danilov, P.K. Mandal

Research output: Book/ReportReportAcademic

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

Publication series

NameReport Eurandom
Volume2001036
ISSN (Print)1389-2355

Cite this

Danilov, D., & Mandal, P. K. (2001). Cross sectional efficient estimation of stochastic volatility short rate models. (Report Eurandom; Vol. 2001036). Eurandom.