Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet
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Publication:2570889
DOI10.1155/S1110757X04306133zbMath1121.62092MaRDI QIDQ2570889
Martien C. A. Van Zuijlen, Gyula Pap, József Gáll
Publication date: 31 October 2005
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/53462
Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)
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