01116nam0-22003131i-450-99000300767040332120130611171347.0000300767FED01000300767(Aleph)000300767FED0100030076720030910d1994----km-y0itay50------baengITAlternative estimators of the cox, ingersoll and ross model of the term structure of interest ratesa Monte Carlo comparisonby C. Bianchi, R. Cesari and L. PanattoniRomaBanca d'Italia199476 p.30 cmTemi di discussione del Servizio studiBanca d'Italia236Tassi d'interesseBianchi,Carluccio118646Cesari,Riccardo<1958- >118647Panattoni,Lorenzo374631ITUNINARICAUNIMARCBK990003007670403321DocBdI/TD/94.23611229/236SESSESAlternative estimators of the cox, ingersoll and ross model of the term structure of interest rates468306UNINA