Control variates for variance reduction in indirect inference : interest rate models in continuous time
Year of publication: |
1998
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Authors: | Calzolari, Giorgio ; Di Iorio, Francesca ; Fiorentini, Gabriele |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 1, p. 100-112
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Subject: | Simulation | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Theorie | Theory | Ökonometrisches Modell | Econometric model | Maßzahl | Statistical measures |
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