A Gaussian approach for continuous time models of the short-term interest rate (Q4549735)
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scientific article; zbMATH DE number 1790618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian approach for continuous time models of the short-term interest rate |
scientific article; zbMATH DE number 1790618 |
Statements
A Gaussian approach for continuous time models of the short-term interest rate (English)
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2001
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Gaussian estimation
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continuous time models
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stochastic differential equation
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nonlinear diffusion
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short-term interest rate
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normalizing transformation
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maximum likelihood
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level effect
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