"Monte Carlo Improvement of Estimates of the Mean-Reverting Constant ..."

Bent Jesper Christensen, Rolf Poulsen (2001)

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DOI: 10.1515/MCMA.2001.7.1-2.111

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type: Journal Article

metadata version: 2021-10-14

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Bent Jesper Christensen, Rolf Poulsen:
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods Appl. 7(1-2): 111-124 (2001)

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