scientific article; zbMATH DE number 6961763

DOI10.12084/J.ISSN.2096-3289.2018.01.007zbMath1413.91117MaRDI QIDQ4688930

Jie Sheng, Litan Yan

Publication date: 22 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interest rateBayesian estimationLaplace inversionCox-Ingersoll-Ross modeljump-diffusion stochastic process

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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