Inference of Term Structure Models

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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...

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Bibliographic Details
Main Authors:	Zhou, Y., Ge, X., Wu, Yong Hong, Tian, T.
Format:	Conference Paper
Published:	2018
Online Access:	http://hdl.handle.net/20.500.11937/71184

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