Pages that link to "Item:Q1000416"
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The following pages link to A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416):
Displaying 3 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
- Pricing the Chicago Board of Trade T-Bond futures (Q5745636) (← links)
