Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model

Author (Person)	Hördahl, Peter
Author (Corporate)	European Central Bank
Series Title	ECB Working Paper
Series Details	No.16, March 2000
Publication Date	March 2000
Content Type	Overview
Source Link	Primary Source http://www.ecb.int/pub/pdf/scpwps/ecbwp016.pdf
Subject Categories	Economic and Financial Affairs
Countries / Regions	Europe