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~language:"und"
~subject:"continuous-time"
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1
The MicSim Package of R: An Entry-Level Toolkit for
Continuous-Time
Microsimulation Abstract: High entry barriers might discourage many social scientists from using existing micros...
Zinn, Sabine
- In:
International Journal of Microsimulation
7
(
2014
)
3
,
pp. 3-32
Persistent link: https://www.econbiz.de/10011148649
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2
Is the Short Rate Drift Actually Nonlinear?
Chapman, David A.
;
Pearson, Neil D.
-
EconWPA
-
1998
Virtually all existing
continuous-time
, single-factor term structure models are based on a short rate process that has …
Persistent link: https://www.econbiz.de/10005561764
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