Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach (Q4846713)
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scientific article; zbMATH DE number 792780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach |
scientific article; zbMATH DE number 792780 |
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Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach (English)
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4 September 1995
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term structure
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bond pricing
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multivariate nonlinear least squares procedure
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