Pages that link to "Item:Q2507934"
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The following pages link to The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934):
Displaying 3 items.
- The estimations of yields and volatility for short-term interest rate dynamic models (Q3193941) (← links)
- RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996) (← links)
- Interest rate futures: estimation of volatility parameters in an arbitrage-free framework (Q4541546) (← links)