LEADER 01021nam0-22002891i-450- 001 990003868680403321 005 20130604115346.0 035 $a000386868 035 $aFED01000386868 035 $a(Aleph)000386868FED01 035 $a000386868 100 $a20030910d2001----km-y0itay50------ba 101 0 $aeng 102 $aIT 200 1 $a<>simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate$fby Fabio Fornari and Antonio Mele 210 $aRoma$cBanca d'Italia$d2001 215 $a68 p.$d30 cm 225 1 $aTemi di discussione del Servizio studi$fBanca d'Italia$v397 700 1$aFornari,$bFabio$f<1964- >$0374677 701 1$aMele,$bAntonio$017392 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003868680403321 952 $aDoc Bd'I/TD/397$bs.n.345/397$fSES 959 $aSES 996 $aSimple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate$9514057 997 $aUNINA