Project Details
Description
The purpose is to investigate and eventually develop methods for estimating embedded parameters in stochastic diffential equations using discrete time data. We focus on models for describing the dynamics of interest rates.
| Status | Finished |
|---|---|
| Effective start/end date | 01/09/1996 → 31/08/1999 |
Collaborative partners
- Technical University of Denmark (lead)
- Unibank (Project partner)
Funding
- Unknown
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