An edition of A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate (2001)

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

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A simple approach to the estimation of contin ...
Fabio Fornari, Fabio Fornari
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate (2001)

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

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Publish Date
Publisher
Banca d'Italia
Language
English
Pages
68

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Subjects

Forecasting, Interest rates, Stochastic approximation
Edition Availability
Cover of: A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
2001, Banca d'Italia
in English

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Book Details

Edition Notes

"February 2001."

Includes bibliographical references (p. [63]-68).

Published in
[Roma]
Series
Temi di discussione -- 395

The Physical Object

Pagination
68 p. :
Number of pages
68

ID Numbers

Open Library
OL22421282M

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History

Download catalog record: RDF / JSON
December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page