New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes

Pierre Mella-Barral and William Perraudin

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: interest rate; evaluation (search for similar items in EconPapers)
Pages: 26 pages
Date: 1995
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Working Paper: New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes (1994)
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