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 (2004)

  • Volume: 2004, Issue: 4, page 293-309
  • ISSN: 1110-757X

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Gáll, József, Pap, Gyula, and Van Zuijlen, Martien C.A.. "Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet.." Journal of Applied Mathematics 2004.4 (2004): 293-309. <http://eudml.org/doc/53462>.

@article{Gáll2004,
author = {Gáll, József, Pap, Gyula, Van Zuijlen, Martien C.A.},
journal = {Journal of Applied Mathematics},
language = {eng},
number = {4},
pages = {293-309},
publisher = {Hindawi Publishing Corporation, New York},
title = {Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet.},
url = {http://eudml.org/doc/53462},
volume = {2004},
year = {2004},
}

TY - JOUR
AU - Gáll, József
AU - Pap, Gyula
AU - Van Zuijlen, Martien C.A.
TI - Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet.
JO - Journal of Applied Mathematics
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 4
SP - 293
EP - 309
LA - eng
UR - http://eudml.org/doc/53462
ER -

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