"Likelihood-based estimation of a semiparametric time-dependent jump ..."

Tianshun Yan, Yanyong Zhao, Wentao Wang (2020)

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DOI: 10.1007/S00180-019-00875-1

access: closed

type: Journal Article

metadata version: 2020-06-26

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  - https://dblp.org/rec/journals/cstat/YanZW20
Tianshun Yan, Yanyong Zhao, Wentao Wang:
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. Comput. Stat. 35(2): 539-557 (2020)

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