A NOTE ON FERGUSSON AND PLATEN: “APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS”
BALLESTRA, LUCA VINCENZO, PACELLI, GRAZIELLA, RADI, DAVIDEVolume:
11
Language:
english
Journal:
Annals of Financial Economics
DOI:
10.1142/S2010495216500184
Date:
December, 2016
File:
PDF, 88 KB
english, 2016