A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany
type: Item
instance of: scholarly article
title: A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany
zbMATH Open document ID: 1153.91769
DOI: 10.1007/BF02425805
author: Isao Shoji
author: Tohru Ozaki
published in: Financial Engineering and the Japanese Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 5503452
zbMATH Keywords: interest rate
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: local linearization
zbMATH Keywords: AIC
zbMATH Keywords: model selection
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5503452