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Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben; Sorwar, Ghulam - In: Applied financial economics 13 (2003) 3, pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
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An application of generalized Vasicek term structure models to the UK gilt-edged market : a Kalman filtering analysis
Babbs, Simon H. - In: Applied financial economics 8 (1998) 6, pp. 637-644
Persistent link: https://www.econbiz.de/10001253268
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Gaussian estimation of a second order continuous time macroeconometric model of the UK
Bergstrom, Albert R. - In: Economic modelling 9 (1992) 4, pp. 313-351
Persistent link: https://www.econbiz.de/10001137698