On Gaussian HJM framework for Eurodollar futures (Q2862428)
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scientific article; zbMATH DE number 6227423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Gaussian HJM framework for Eurodollar futures |
scientific article; zbMATH DE number 6227423 |
Statements
15 November 2013
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Gaussian HJM
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Eurodollar futures
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realized volatility
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maximum likelihood
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two-stage estimation
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On Gaussian HJM framework for Eurodollar futures (English)
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