Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français
Frédérick Bourgoin; David Prieul
Journal de la société française de statistique (1997)
- Volume: 138, Issue: 4, page 43-66
- ISSN: 1962-5197
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topBourgoin, Frédérick, and Prieul, David. "Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français." Journal de la société française de statistique 138.4 (1997): 43-66. <http://eudml.org/doc/198770>.
@article{Bourgoin1997,
author = {Bourgoin, Frédérick, Prieul, David},
journal = {Journal de la société française de statistique},
language = {fre},
number = {4},
pages = {43-66},
publisher = {Société de statistique de Paris},
title = {Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français},
url = {http://eudml.org/doc/198770},
volume = {138},
year = {1997},
}
TY - JOUR
AU - Bourgoin, Frédérick
AU - Prieul, David
TI - Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français
JO - Journal de la société française de statistique
PY - 1997
PB - Société de statistique de Paris
VL - 138
IS - 4
SP - 43
EP - 66
LA - fre
UR - http://eudml.org/doc/198770
ER -
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