Last edited by Shakazahn
Saturday, July 25, 2020 | History

2 edition of simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate found in the catalog.

simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Fabio Fornari

simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

by Fabio Fornari

  • 89 Want to read
  • 3 Currently reading

Published by Banca d"Italia in [Roma] .
Written in English

    Subjects:
  • Interest rates -- Forecasting.,
  • Stochastic approximation.

  • Edition Notes

    StatementFabio Fornari and Antonio Mele.
    SeriesTemi di discussione -- 395
    ContributionsMele, Antonio., Banca d"Italia. Servizio studi
    The Physical Object
    Pagination68 p. :
    Number of Pages68
    ID Numbers
    Open LibraryOL22421282M


Share this book
You might also like
jar of honey from Mount Hybla.

jar of honey from Mount Hybla.

Geochemical reconnaissance of surficial materials in the vicinity of Shawangunk Mountain, New York

Geochemical reconnaissance of surficial materials in the vicinity of Shawangunk Mountain, New York

Mary A. Colhoun.

Mary A. Colhoun.

Simple meals

Simple meals

The tragedy of Coriolanus

The tragedy of Coriolanus

Answering the ultimate question

Answering the ultimate question

Appalachian Trail guide to New Hampshire and Vermont.

Appalachian Trail guide to New Hampshire and Vermont.

Reading Rochester

Reading Rochester

boy behind the counter

boy behind the counter

Silverspurs

Silverspurs

Belgium

Belgium

Economics of outdoor recreation

Economics of outdoor recreation

Motors, generators, transformers, and energy

Motors, generators, transformers, and energy

Enhancing Human Performance in Sport

Enhancing Human Performance in Sport

Isolde

Isolde

Simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate by Fabio Fornari Download PDF EPUB FB2