Parametric Estimation and the CIR Model

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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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Detalles Bibliográficos
Autor principal:	Saavedra,Eugenio
Lenguaje:	English
Publicado:	Universidad Católica del Norte, Departamento de Matemáticas 2016
Materias:	estimating function quasi-likelihood stochastic differential equation
Acceso en línea:	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172016000200005
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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