Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions

Publisher Website

1 January 2009

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.1283741

Abstract

No abstract available

All Related Versions

Version 1, 2002-01-01, RePEc (Unconfirmed version)

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