Standard
Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion. / Poulsen, Rolf; Christensen, Bent Jesper.
I:
Monte Carlo Methods and Applications, Bind 7, Nr. 1-2, 2001, s. 111-123.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Poulsen, R & Christensen, BJ 2001, 'Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion', Monte Carlo Methods and Applications, bind 7, nr. 1-2, s. 111-123.
APA
Poulsen, R., & Christensen, B. J. (2001). Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods and Applications, 7(1-2), 111-123.
Vancouver
Poulsen R, Christensen BJ. Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods and Applications. 2001;7(1-2):111-123.
Author
Poulsen, Rolf ; Christensen, Bent Jesper. / Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion. I: Monte Carlo Methods and Applications. 2001 ; Bind 7, Nr. 1-2. s. 111-123.
Bibtex
@article{a599f75074c211dbbee902004c4f4f50,
title = "Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion",
abstract = "Diffusion processes, Estimation",
author = "Rolf Poulsen and Christensen, {Bent Jesper}",
year = "2001",
language = "English",
volume = "7",
pages = "111--123",
journal = "Monte Carlo Methods and Applications",
issn = "0929-9629",
publisher = "Walterde Gruyter GmbH",
number = "1-2",
}
RIS
TY - JOUR
T1 - Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion
AU - Poulsen, Rolf
AU - Christensen, Bent Jesper
PY - 2001
Y1 - 2001
N2 - Diffusion processes, Estimation
AB - Diffusion processes, Estimation
M3 - Journal article
VL - 7
SP - 111
EP - 123
JO - Monte Carlo Methods and Applications
JF - Monte Carlo Methods and Applications
SN - 0929-9629
IS - 1-2
ER -
