Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet.
Gáll, József ; Pap, Gyula ; Van Zuijlen, Martien C.A.
Journal of Applied Mathematics, Tome 2004 (2004), p. 293-309 / Harvested from The Electronic Library of Mathematics
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Publié le : 2004-01-01
DOI : https://doi.org/10.1155/S1110757X04306133
EUDML-ID : urn:eudml:doc:53462 
@article{02220768,
     title = {Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet.},
     journal = {Journal of Applied Mathematics},
     volume = {2004},
     year = {2004},
     pages = {293-309},
     doi = {10.1155/S1110757X04306133},
     zbl = {1121.62092},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02220768}
}

Gáll, József; Pap, Gyula; Van Zuijlen, Martien C.A. Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet.. Journal of Applied Mathematics, Tome 2004 (2004) pp. 293-309. doi : 10.1155/S1110757X04306133. http://gdmltest.u-ga.fr/item/02220768/