A Gaussian approach for continuous time models of the short-term interest rate (Q4549735)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Gaussian approach for continuous time models of the short-term interest rate |
scientific article; zbMATH DE number 1790618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian approach for continuous time models of the short-term interest rate |
scientific article; zbMATH DE number 1790618 |
Statements
A Gaussian approach for continuous time models of the short-term interest rate (English)
0 references
2001
0 references
Gaussian estimation
0 references
continuous time models
0 references
stochastic differential equation
0 references
nonlinear diffusion
0 references
short-term interest rate
0 references
normalizing transformation
0 references
maximum likelihood
0 references
level effect
0 references
