Adaptive Interest Rate Modelling (Q4687604)
From MaRDI portal
scientific article; zbMATH DE number 6952596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Interest Rate Modelling |
scientific article; zbMATH DE number 6952596 |
Statements
Adaptive Interest Rate Modelling (English)
0 references
12 October 2018
0 references
CIR model
0 references
local parametric approach
0 references
time homogeneous interval
0 references
adaptive statistical techniques
0 references