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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Fornari, Fabio <1964- >

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

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Testo

Nature

Monografia

Title

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Names

[Autore] Fornari, Fabio <1964- >
[Autore] Mele, Antonio <sec. 20.-21.>

Description

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate / by Fabio Fornari and Antonio Mele

Physical description

68 p. ; 30 cm.

Date

2001

Place of publication

Roma

Village

ITALIA

Tongue

INGLESE

Source

Biblioteche SBN Sardegna

ID

IT\ICCU\UFI\0363910

Resources links

http://id.sbn.it/bid/UFI0363910

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