EDGEWORTH EXPANSION FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATE IN THE VASICEK MODEL.

Autor: ZHU, QINWEN1, LIU, HUI2 liuhuinanli@126.com, SUN, CHENGFENG3
Zdroj: Annals of Financial Economics. Mar2019, Vol. 14 Issue 1, pN.PAG-N.PAG. 26p.
Databáze: Business Source Ultimate