Arbitrary initial term structure within the CIR model : a perturbative solution
Year of publication: |
2006
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Authors: | Mari, Carlo ; Renò, Roberto |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 13.2006, 2, p. 143-153
|
Subject: | Heath-Jarrow-Morton methodology | Zinsstruktur | Yield curve | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory |
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