Random field forward interest rate models, market price of risk and their statistics (Q1042585): Difference between revisions
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Revision as of 15:22, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random field forward interest rate models, market price of risk and their statistics |
scientific article |
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Random field forward interest rate models, market price of risk and their statistics (English)
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14 December 2009
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Heath-Jarrow-Morton models
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interest rate
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maximum likelihood estimation
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consistency
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asymptotic normality
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AR random fields
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