On Gaussian HJM framework for Eurodollar futures (Q2862428)
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scientific article; zbMATH DE number 6227423
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| default for all languages | No label defined |
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| English | On Gaussian HJM framework for Eurodollar futures |
scientific article; zbMATH DE number 6227423 |
Statements
15 November 2013
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Gaussian HJM
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Eurodollar futures
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realized volatility
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maximum likelihood
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two-stage estimation
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On Gaussian HJM framework for Eurodollar futures (English)
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0.7761645913124084
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0.7718271017074585
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0.7686008810997009
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0.7637247443199158
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0.7586386799812317
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