Strong consistency of parameter estimators and simulations in a forward interest rate model (Q2937241)
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scientific article; zbMATH DE number 6384721
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| English | Strong consistency of parameter estimators and simulations in a forward interest rate model |
scientific article; zbMATH DE number 6384721 |
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Strong consistency of parameter estimators and simulations in a forward interest rate model (English)
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8 January 2015
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HJM forward interest rate models
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geometric spatial autoregression field
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strong consistency of ML estimators
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simulations with R
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0.8802734017372131
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0.7918940782546997
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0.7918940782546997
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0.7872241735458374
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0.7730721831321716
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