Efficient estimation for the volatility of stochastic interest rate models

From MaRDI portal
Publication:2065317

DOI10.1007/s00362-020-01166-4zbMath1477.62304OpenAlexW3011323306MaRDI QIDQ2065317

Hangyan Li, Yetong Fang, Yu Ping Song

Publication date: 7 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01166-4






Cites Work


This page was built for publication: Efficient estimation for the volatility of stochastic interest rate models