Estimation and empirical evaluation of the time-dependent Extended-CIR term structure model (Q2725037)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and empirical evaluation of the time-dependent Extended-CIR term structure model |
scientific article |
Statements
Estimation and empirical evaluation of the time-dependent Extended-CIR term structure model (English)
0 references
2000
0 references
interest rates
0 references
term structure
0 references
square-root models
0 references
maximum likelihood
0 references
model estimation
0 references
yield curve fitting
0 references
option pricing
0 references
