Parametric Estimation and the CIR Model

• Saavedra, Eugenio ^[1]
  1. [1] Universidad de Santiago.
• Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 35, Nº. 2, 2016, págs. 197-211
• Idioma: inglés
• DOI: 10.4067/S0716-09172016000200005
• Enlaces
  • Texto completo
• Resumen

  • We study parametric estimation in the Cox-Ingersoll-Ross model and establish the stochastic differential equations for the parameters involved in it.

• Referencias bibliográficas
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