Alexei V. Egorov
From MaRDI portal
Person:291852
Available identifiers
zbMath Open egorov.alexei-vMaRDI QIDQ291852
List of research outcomes
| This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? | 2016-06-10 | Paper |
| Maximum likelihood estimation of time-inhomogeneous diffusions. | 2003-05-04 | Paper |
Research outcomes over time
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