Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion (Q2724985)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1618523
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion |
scientific article; zbMATH DE number 1618523 |
Statements
5 February 2002
0 references
simulation based methods
0 references
diffusions
0 references
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion (English)
0 references
0.7844592928886414
0 references
0.784425675868988
0 references
0.7567178606987
0 references
0.7565631866455078
0 references
