Estimation in the Cox-Ingersoll-Ross Model

Estimation in the Cox-Ingersoll-Ross Model

Overbeck, Ludger, Rydén, Tobias
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Volume:
13
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466600005880
Date:
June, 1997
File:
PDF, 1.29 MB
english, 1997
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