Alternative estimators of the Cox, Ingersoll and Ross model of the term structure of interest rates
Subtitle: a Monte Carlo comparison
By: by C. Bianchi, R. Cesari and L. Panattoni.
Contributors: Cesari, R.; Panattoni, L.
Series: Temi di discussione -- 236
Publisher: Banca d'Italia
Published: 1994
Place of publication: Rome
Language: eng