Application of maximum likelihood estimation to stochastic short rate models

Kevin John Fergusson, Eckhard Platen

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)
76 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Application of maximum likelihood estimation to stochastic short rate models'. Together they form a unique fingerprint.

Business & Economics