Pages that link to "Item:Q3193941"
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The following pages link to The estimations of yields and volatility for short-term interest rate dynamic models (Q3193941):
Displaying 8 items.
- A simple measure for examining the proxy problem of the short-rate (Q841846) (← links)
- Studying term structure of SHIBOR with the two-factor Vasicek model (Q1724348) (← links)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- (Q4212970) (← links)
- Adaptive Interest Rate Modelling (Q4687604) (← links)
- (Q4778825) (← links)
- Estimating the Short Rate from the Term Structures in the Vasicek Model (Q5176892) (← links)
- Impact analysis of mean reverting function to short term rate model with stochastic volatilities (Q5382035) (← links)