Random field forward interest rate models, market price of risk and their statistics (Q1042585): Difference between revisions

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+https://doi.org/10.1007/s11565-007-0011-3
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+W2089370151
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+Forward interest rate curves in discrete time settings driven by random fields
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+Limiting connection between discrete and continuous time forward interest rate curve models
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+Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q4794267
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+THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
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+Q4350437
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+Q4504336
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+On a general class of one-factor models for the term structure of interest rates
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