Parameter estimation in continuous-time financial data: Application to exponential-affine term structures

Arunabha Bagchi (Speaker)

    Activity: Talk or presentationOral presentation

    Period4 Apr 2002
    Event titleFrankfurt MathFinance Workshop 2002: null
    Event typeWorkshop
    LocationFrankfurt, Germany, Hesse
    Degree of RecognitionInternational