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Bayesian versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

    Publication: Chapter in book/Conference proceedingChapter in edited volume

    Original languageEnglish
    Title of host publicationOperations Research Proceedings 2005 - Selected Papers of the Annual International Conference of the German Operations Research Society
    Editors Haasis Hans-Dietrich/Kopfer Herbert/Schönberger Jörn
    Place of PublicationWien
    PublisherSpringer
    Pages507 - 512
    Publication statusPublished - 1 Sept 2006

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