Beyesian inference, MCMC, Metropolis-Hastings, Ornstein-Uhlenbeck, positive interest, term structure model
hdl.handle.net/1765/39153
Erasmus School of Economics

Leuwattanachotinan, C, Cairns, A.J.G, & Streftaris, G. (2012). Model Fitting of a Two-Factor Arbitrage-Free Model For the Term Structure of Interest Rates using Markov Chain Monte Carlo: Part 1: Theory and Methodology. Retrieved from http://hdl.handle.net/1765/39153