Pages that link to "Item:Q2065317"
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The following pages link to Efficient estimation for the volatility of stochastic interest rate models (Q2065317):
Displaying 7 items.
- Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- (Q3014324) (← links)
- Interest rate futures: estimation of volatility parameters in an arbitrage-free framework (Q4541546) (← links)
- Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310) (← links)
- A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694) (← links)
- Processes with volatility‐induced stationarity: an application for interest rates (Q5438539) (← links)