Gaussian Estimation of Continuous Time Models of Short Term Interest Rates

Author

Jun YU, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

8-2001

Discipline

Economics

Research Areas

Econometrics

Publication

ICSA Meeting, Hong Kong

Citation

YU, Jun. Gaussian Estimation of Continuous Time Models of Short Term Interest Rates. (2001). ICSA Meeting, Hong Kong.
Available at: https://ink.library.smu.edu.sg/soe_research/975