A simple measure for examining the proxy problem of the short-rate (Q841846): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10690-008-9066-0
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+W2066569809
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@@ Property / cites work @@
+Estimating continuous-time stochastic volatility models of the short-term interest rate
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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@@ Property / cites work @@
+Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
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+Modelling the term structure of interest rates with general short-rate models
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+An equilibrium characterization of the term structure
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+Publication:841846