Parametric Estimation and the CIR Model
We study parametric estimation in the Cox-Ingersoll-Ross model and establish the stochastic differential equations for the parameters involved in it.
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| Format: | Digital revista |
| Language: | English |
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Universidad Católica del Norte, Departamento de Matemáticas
2016
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| Online Access: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172016000200005 |
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