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

D. Danilov, P.K. Mandal

Research output: Book/ReportReportAcademic

71 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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