Fornari, F., & Mele, A. (2001). A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate.
Chicago-Zitierstil (17. Ausg.)Fornari, Fabio, und Antonio Mele. A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short Term Rate. Rome, 2001.
MLA-Zitierstil (9. Ausg.)Fornari, Fabio, und Antonio Mele. A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short Term Rate. 2001.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.