Application of maximum likelihood estimation to stochastic short rate models
The application of maximum likelihood estimation is not well studied for stochastic short rate models because of the cumbersome detail of this approach. We investigate the applicability of maximum likelihood estimation to stochastic short rate models. We restrict our consideration to three importan...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
World Scientific Publishing Co.
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/30371 |