Indirect inference in fractional short-term interest rate diffusions (Q2227436)
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scientific article; zbMATH DE number 7310457
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| English | Indirect inference in fractional short-term interest rate diffusions |
scientific article; zbMATH DE number 7310457 |
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Indirect inference in fractional short-term interest rate diffusions (English)
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15 February 2021
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stochastic differential equations
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fractional Brownian motion
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indirect inference
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0.7754002809524536
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0.7754002809524536
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0.7594652771949768
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0.7548071146011353
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0.7531231045722961
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