Journal of Applied Mathematics
Volume 2004 (2004), Issue 4, Pages 293-309
doi:10.1155/S1110757X04306133

Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet

József Gáll,1 Gyula Pap,1 and Martien C. A. van Zuijlen2

1Faculty of Informatics, University of Debrecen, P.O. Box 12, Debrecen 4010, Hungary
2Department of Mathematics, University of Nijmegen, Toernooiveld 1, Nijmegen 6525 ED, The Netherlands

Received 29 June 2003; Revised 23 March 2004

Copyright © 2004 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

József Gáll, Gyula Pap, and Martien C. A. van Zuijlen, “Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet,” Journal of Applied Mathematics, vol. 2004, no. 4, pp. 293-309, 2004. doi:10.1155/S1110757X04306133