Simulation-based Bayesian estimation of an affine term structure model (Q957220)
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scientific article; zbMATH DE number 5374173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation-based Bayesian estimation of an affine term structure model |
scientific article; zbMATH DE number 5374173 |
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Simulation-based Bayesian estimation of an affine term structure model (English)
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26 November 2008
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Bayesian analysis
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interest rate models
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Markov chain Monte Carlo
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data augmentation
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