Multi-Factor Discretely Observed Vasicek Term Structure Models with non-Gaussian Innovations and Its Applications to the Japanese Government Bond Markets
Multi-Factor Discretely Observed Vasicek Term Structure Models with non-Gaussian Innovations and Its Applications to the Japanese Government Bond Markets
复制标题
非高斯创新的多因素离散观测Vasicek期限结构模型及其在日本国债市场的应用
DOI：
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发表时间：
2014
期刊：
影响因子：
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通讯作者：
Takayuki Shiohama
中科院分区：
文献类型：
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作者：
Abe;T.;Miyata;Y.;and T. Shiohama;Takayuki Shiohama
