New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes

Pierre Mella-Barral and William Perraudin

Working Papers from HAL

Keywords: interest rate; evaluation (search for similar items in EconPapers)
Date: 1994
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Published in 1994

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Working Paper: New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes (1995)
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