Estimation of the volatility component in two-factor stochastic volatility short rate models

D. Danilov, P.K. Mandal

    Research output: Book/ReportReportAcademic

    58 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages20
    Publication statusPublished - 2000

    Publication series

    NameReport Eurandom
    Volume2000040
    ISSN (Print)1389-2355

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