Asymptotic expansion for interest rates with non-Gaussian dependent innovations
Year of publication: |
2012
|
---|---|
Authors: | Shiohama, Takayuki ; Tamaki, Kenichiro |
Published in: |
Interest rates : term structure models, monetary policy, and prediction. - New York, NY : Nova Science Publ., ISBN 978-1-61324-720-4. - 2012, p. 19-61
|
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory |
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