Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français
Journal de la société française de statistique, Volume 138 (1997) no. 4, p. 43-66
@article{JSFS_1997__138_4_43_0,
     author = {Bourgoin, Fr\'ed\'erick and Prieul, David},
     title = {Estimation de diffusion \`a volatilit\'e stochastique et application au taux d'int\'er\^et \`a court terme fran\c cais},
     journal = {Journal de la soci\'et\'e fran\c caise de statistique},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {138},
     number = {4},
     year = {1997},
     pages = {43-66},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1997__138_4_43_0}
}
Bourgoin, Frédérick; Prieul, David. Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français. Journal de la société française de statistique, Volume 138 (1997) no. 4, pp. 43-66. http://www.numdam.org/item/JSFS_1997__138_4_43_0/

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