A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM...

International Journal of Theoretical and Applied Finance 2001 / 04 Vol. 4; Iss. 2

A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS

GOMBANI, ANDREA, RUNGGALDIER, WOLFGANG J.
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Volume:
4
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024901000973
Date:
April, 2001
File:
PDF, 286 KB
english, 2001
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