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

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Standard

Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. / Christensen, B.J.; Poulsen, R.

In: Monte Carlo Methods and Applications, 2001, p. 111-124.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research

Harvard

Christensen, BJ & Poulsen, R 2001, 'Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion', Monte Carlo Methods and Applications, pp. 111-124.

APA

Christensen, B. J., & Poulsen, R. (2001). Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods and Applications, 111-124.

CBE

Christensen BJ, Poulsen R. 2001. Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods and Applications. 111-124.

MLA

Christensen, B.J. and R. Poulsen. "Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion". Monte Carlo Methods and Applications. 2001, 111-124.

Vancouver

Christensen BJ, Poulsen R. Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. Monte Carlo Methods and Applications. 2001;111-124.

Author

Christensen, B.J. ; Poulsen, R. / Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. In: Monte Carlo Methods and Applications. 2001 ; pp. 111-124.

Bibtex

@article{f53cf0e0a24011dbbee902004c4f4f50,
title = "Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion",
author = "B.J. Christensen and R. Poulsen",
year = "2001",
language = "English",
pages = "111--124",
journal = "Monte Carlo Methods and Applications",
issn = "0929-9629",
publisher = "Walterde Gruyter GmbH",

}

RIS

TY - JOUR

T1 - Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion

AU - Christensen, B.J.

AU - Poulsen, R.

PY - 2001

Y1 - 2001

M3 - Journal article

SP - 111

EP - 124

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

SN - 0929-9629

ER -