Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+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
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Estimating stochastic differential equations efficiently by minimum chi-squared
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+Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
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+The relative efficiency of method of moments estimators
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+Design and Estimation of Quadratic Term Structure Models *
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+An Intertemporal Capital Asset Pricing Model
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+An equilibrium characterization of the term structure
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