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Annals of financial economics
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Scandinavian actuarial journal
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Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure
Fergusson, K.
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 867-902
Persistent link: https://www.econbiz.de/10012195006
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2
Asymptotics of bond yields and volatilities for extended Vasicek models under the real-world measure
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011716067
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3
Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
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