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.xzbMath1217.91192MaRDI 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
91G70: Statistical methods; risk measures
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G30: Interest rates, asset pricing, etc. (stochastic models)
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