Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’
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Publication:5965851
DOI10.1111/J.1368-423X.2010.00326.XzbMath1217.91192OpenAlexW2129004506MaRDI QIDQ5965851
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00326.x
Statistical methods; risk measures (91G70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interest rates, asset pricing, etc. (stochastic models) (91G30)
Related Items (3)
Parameter estimation in mean reversion processes with deterministic long-term trend ⋮ Gaussian estimation of one-factor mean reversion processes ⋮ ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS
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