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

Manfred Frühwirth, Paul Schneider, Leopold Sögner. Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. In Hans-Dietrich Haasis, Herbert Kopfer, Jörn Schönberger, editors, Operations Research Proceedings 2005, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7-9, 2005. pages 507-512, 2005. [doi]

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