Asymptotically optimal tests for a discrete time random field HJM type interest rate model
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| Main Authors: | |
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| Format: | Article |
| Published: |
2007
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| Series: | Acta scientiarum mathematicarum
73 No. 3-4 |
| Kulcsszavak: | Matematika |
| Online Access: | http://acta.bibl.u-szeged.hu/16217 |
| Physical Description: | 839-864 |
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| ISSN: | 0001-6969 |