"Indirect Inference in fractional short-term interest rate diffusions."

Márcio Poletti Laurini, Luiz Koodi Hotta (2013)

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DOI: 10.1016/J.MATCOM.2013.06.003

access: closed

type: Journal Article

metadata version: 2020-03-04

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Márcio Poletti Laurini, Luiz Koodi Hotta:
Indirect Inference in fractional short-term interest rate diffusions. Math. Comput. Simul. 94: 109-126 (2013)

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