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Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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A comparison of approximation techniques for transition densities of diffusion processes
Jensen, Bjarke; Poulsen, Rolf - 1999
Persistent link: https://www.econbiz.de/10001455863
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A simple regime switching term structure model/ A. Trolle Hansen and R. Poulsen
Hansen, Asbjørn Trolle; Poulsen, Rolf - 1999
Persistent link: https://www.econbiz.de/10009779514
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Approximate maximum likelihood estimation of discretely observed diffusion processes
Poulsen, Rolf - 1999
Persistent link: https://www.econbiz.de/10009779515
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Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256