Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion
Research output: Contribution to journal › Journal article › Research › peer-review
Diffusion processes, Estimation
Original language | English |
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Journal | Monte Carlo Methods and Applications |
Volume | 7 |
Issue number | 1-2 |
Pages (from-to) | 111-123 |
ISSN | 0929-9629 |
Publication status | Published - 2001 |
ID: 79625