On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model (Q2493330)
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scientific article; zbMATH DE number 5031434
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| English | On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model |
scientific article; zbMATH DE number 5031434 |
Statements
On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model (English)
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12 June 2006
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0.8042768239974976
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0.7791070938110352
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