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

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Title:	Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model
Author(s):	Gall, J.M. ; Pap, G. ; Zuijlen, M.C.A. van
Publication year:	2006
Publisher:	onbekend : Radboud Universiteit Nijmegen
Number of Pages:	30 p.
Series:	0606
Publication type:	External research report
Please use this identifier to cite or link to this item : https://hdl.handle.net/2066/35712
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Subject:	Financial Mathematics Stochastics and operational research
Organization:	Financial Mathematics Mathematical Physics

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