Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion
Research output: Contribution to journal › Journal article › Research › peer-review
Diffusion processes, Estimation
| Original language | English |
|---|---|
| Journal | Monte Carlo Methods and Applications |
| Volume | 7 |
| Issue number | 1-2 |
| Pages (from-to) | 111-123 |
| ISSN | 0929-9629 |
| Publication status | Published - 2001 |
ID: 79625