Pages that link to "Item:Q5965851"
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The following pages link to Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Q5965851):
Displaying 3 items.
- Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
