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Estimating the Short Rate from the Term Structures in the Vasicek Model
By: Jana Halgašová, Beáta Stehlíková and Zuzana Bučková
Language: English
Page range: 87 - 103
Submitted on: Dec 3, 2012
Published on: Mar 11, 2015
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
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© 2015 Jana Halgašová, Beáta Stehlíková, Zuzana Bučková, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.