01021nam0-22002891i-450-99000386868040332120130604115346.0000386868FED01000386868(Aleph)000386868FED0100038686820030910d2001----km-y0itay50------baengIT<<A >>simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rateby Fabio Fornari and Antonio MeleRomaBanca d'Italia200168 p.30 cmTemi di discussione del Servizio studiBanca d'Italia397Fornari,Fabio<1964- >374677Mele,Antonio17392ITUNINARICAUNIMARCBK990003868680403321Doc Bd'I/TD/397s.n.345/397SESSESSimple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate514057UNINA