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~isPartOf:"CESifo working papers"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Fergusson, Kevin"
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Fergusson, Kevin
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CESifo working papers
Journal of monetary economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
ASTIN bulletin : the journal of the International Actuarial Association
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
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Platen, Eckhard
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2015
Persistent link: https://www.econbiz.de/10011344233
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
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2014
Persistent link: https://www.econbiz.de/10011344800
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