On Filtering in Markovian Term Structure Models: An...

Advances in Applied Probability 2001 / 12 Vol. 33; Iss. 4

On Filtering in Markovian Term Structure Models: An Approximation Approach

Carl Chiarella, Sara Pasquali and Wolfgang J. Runggaldier
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Volume:
33
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.2307/1428306
Date:
December, 2001
File:
PDF, 1.54 MB
english, 2001
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