Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Year of publication: |
1997
|
---|---|
Authors: | Nowman, Kalid Ben |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 4, p. 1695-1706
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation | Zins | Interest rate | Volatilität | Volatility | Großbritannien | United Kingdom | USA | United States | 1964-1995 |
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