Efficient estimation for the volatility of stochastic interest rate models.
| Autor: | Song, Yuping1 (AUTHOR) songyuping@shnu.edu.cn, Li, Hangyan1 (AUTHOR), Fang, Yetong2 (AUTHOR) |
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| Zdroj: | Statistical Papers. Aug2021, Vol. 62 Issue 4, p1939-1964. 26p. |
| Databáze: | Business Source Ultimate |
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