No label defined (Q4977276)
From MaRDI portal
scientific article; zbMATH DE number 6760929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6760929 |
Statements
16 August 2017
0 references
modelling interest rates
0 references
1-month Euribor
0 references
itô-type stochastic differential equation
0 references
maximum likelihood method
0 references
prediction
0 references
