Pages that link to "Item:Q1041400"
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The following pages link to Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400):
Displaying 4 items.
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- Limiting connection between discrete and continuous time forward interest rate curve models (Q1415867) (← links)
- Forward interest rate curves in discrete time settings driven by random fields (Q2506998) (← links)
- Strong consistency of parameter estimators and simulations in a forward interest rate model (Q2937241) (← links)