ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS
Year of publication: |
2005-11-11
|
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Authors: | Sorwar, Ghulam |
Institutions: | Society for Computational Economics - SCE |
Subject: | term structure | jumps | Bayesian | MCMC |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2005 Number 56 |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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