Inference of Term Structure Models
© 2016 IEEE. Compared with deterministic models, the key feature of a stochastic differential equation (SDE) model is its ability to generate a large number of different trajectories. To tackle the challenge, a number of methods have been proposed to infer reliable estimates. But these methods domin...
| Main Authors: | , , , |
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| Format: | Conference Paper |
| Published: |
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/71184 |