Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516)
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| Language | Label | Description | Also known as |
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| English | Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates |
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Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (English)
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3 June 2022
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Itô stochastic differential equation
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Black-Karasinski model
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discrete observations
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approximate minimum contrast estimators
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interest rate
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non-affine models
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robustness
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efficiency
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Monte Carlo method
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Kolmogorov distance
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Berry-Esseen bound
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