Bayesian Estimation of Short-Rate Models

Australian Journal of Management

Volumn 30, Issue 1, 2005, Pages 1-22

  Gray, Philip ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

BAYESIAN ESTIMATION; CONTINUOUS TIME FINANCE; SHORT RATE MODELS; VASICEK

Indexed keywords

EID: 84992887643     PISSN: 03128962     EISSN: None     Source Type: Journal    
DOI: 10.1177/031289620503000102     Document Type: Article

References (25)

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