Estimation and empirical evaluation of the time-dependent Extended CIR term structure model (Q2725037)
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scientific article; zbMATH DE number 1618609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and empirical evaluation of the time-dependent Extended CIR term structure model |
scientific article; zbMATH DE number 1618609 |
Statements
2000
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interest rates
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term structure
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square-root models
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maximum likelihood
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model estimation
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yield curve fitting
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option pricing
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0.8758888
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0.8629167
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0.86134404
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0.8554667
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Estimation and empirical evaluation of the time-dependent Extended CIR term structure model (English)
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