Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071)
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scientific article; zbMATH DE number 1042471
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| English | Estimating continuous-time stochastic volatility models of the short-term interest rate |
scientific article; zbMATH DE number 1042471 |
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Estimating continuous-time stochastic volatility models of the short-term interest rate (English)
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12 August 1997
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short-term interest rate
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stochastic volatility
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continuous-time estimation
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0.8547667860984802
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0.8368005156517029
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0.8267068266868591
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