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Annals of financial economics
Research Paper Series / Finance Discipline Group, Business School
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
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A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10011686858
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