Estimating the Short Rate from the Term Structures in the Vasicek Model
By: Jana Halgašová, Beáta Stehlíková and Zuzana Bučková
References
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DOI: https://doi.org/10.2478/tmmp-2014-0029 | Journal eISSN: 1338-9750 (formerly 1210-3195) | Journal ISSN: 1210-3195
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: 1 issue 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.