Indirect inference in fractional short-term interest rate diffusions (Q2227436)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect inference in fractional short-term interest rate diffusions |
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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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