Nonparametric density estimation and tests of continuous time interest rate models
Year of publication: |
1998
|
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Authors: | Pritsker, Matthew |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 11.1998, 3, p. 449-487
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
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