Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model

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Publication year
2006
Author(s)
Gall, J.M.
Pap, G.
Zuijlen, M.C.A. van
Publisher
onbekend : Radboud Universiteit Nijmegen
Series
0606
Number of pages
30 p.
Publication type
External research report
Please use this identifier to cite or link to this item: https://hdl.handle.net/2066/35712   https://hdl.handle.net/2066/35712
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