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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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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