Pages that link to "Item:Q816779"
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The following pages link to A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779):
Displaying 4 items.
- Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom (Q1415421) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)