Department of Economics and Business Economics

Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

  • School of Economics and Management
Original languageEnglish
JournalMonte Carlo Methods and Applications
Pages (from-to)111-124
Number of pages14
Publication statusPublished - 2001

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ID: 266528