An introduction to the calibration of the Schwartz (1997) reduced-form, no-arbitrage two-factor model through the expectation maximization algorithm or prediction error decomposition / Carlos Armando Mejía Vega.
Material type:
TextPublication details: Bogotá : Universidad Externado de Colombia, 2018.Description: 143 páginas : ilustraciones, gráficas ; 21 cmISBN: - 9789587900286
- 332.64 M34i 21
| Item type | Current library | Collection | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
Libro General
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Bogotá Sede Central Estantería General | Colección General | 332.64 M34i (Browse shelf(Opens below)) | Ej.1 | Available | 73010 |
Total holds: 0
Incluye referencias bibliográficas (páginas 139-143)
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