Efficient estimation for the volatility of stochastic interest rate models (Q2065317)
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scientific article; zbMATH DE number 7453641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation for the volatility of stochastic interest rate models |
scientific article; zbMATH DE number 7453641 |
Statements
Efficient estimation for the volatility of stochastic interest rate models (English)
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7 January 2022
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diffusion process
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volatility function
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local linear estimator
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gamma asymmetric kernel
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financial market interest rate
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