No-arbitrage with multiple-priors in discrete time
2020 ◽
Vol 130
(11)
◽
pp. 6657-6688
◽
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet
2004 ◽
Vol 2004
(4)
◽
pp. 293-309
◽
2008 ◽
Vol 52
(1)
◽
pp. 93-107
◽
2018 ◽
Vol 28
(3)
◽
pp. 1856-1892
◽
2006 ◽
Vol 10
(2)
◽
pp. 276-297
◽
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