A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Rome
2001
|
| Series: | Temi di discussione del Servizio Studi / Banca d'Italia
397 |
| Physical Description: | 68 S. graph. Darst. |
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MARC
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| illustrated | Illustrated |
| indexdate | 2024-07-09T23:10:50Z |
| institution | BVB |
| language | English |
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| spelling | Fornari, Fabio Verfasser aut A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate by Fabio Fornari and Antonio Mele Rome 2001 68 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Temi di discussione del Servizio Studi / Banca d'Italia 397 Mele, Antonio Verfasser aut Banca d'Italia <Roma> Servizio Studi Temi di discussione del Servizio Studi 397 (DE-604)BV026080739 397 |
| spellingShingle | Fornari, Fabio Mele, Antonio A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate |
| title | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate |
| title_auth | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate |
| title_exact_search | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate |
| title_full | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate by Fabio Fornari and Antonio Mele |
| title_fullStr | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate by Fabio Fornari and Antonio Mele |
| title_full_unstemmed | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate by Fabio Fornari and Antonio Mele |
| title_short | A simple approach to the estimation of continuous time CEV stochastic volatility models of the short term rate |
| title_sort | a simple approach to the estimation of continuous time cev stochastic volatility models of the short term rate |
| volume_link | (DE-604)BV026080739 |
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