Narrow search
Showing 1 - 7 of 7
Cover Image
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Cover Image
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Cover Image
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Cover Image
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Cover Image
MCMC based estimation of term structure models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Cover Image
On finite dimensional HJM representations
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Cover Image
Cross-currency LIBOR market models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858