OpenAlex
On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model
Work
Year: 2019
Type: book-chapter
Source: Communications in computer and information science
Authors Karol Binkowski, Peilun He, Nino Kordzakhia, Pavel V. Shevchenko
Institution Macquarie University
Cites: 19
Cited by: 4
Related to: 10
FWCI: 3.447
Citation percentile (by year/subfield): 89.52
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: green