A filtered no arbitrage model for term structures from...

Stochastic Processes and their Applications 2005 Vol. 115; Iss. 3

A filtered no arbitrage model for term structures from noisy data

Andrea Gombani, Stefan R. Jaschke, Wolfgang J. Runggaldier
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
115
Year:
2005
Language:
english
Pages:
20
DOI:
10.1016/j.spa.2004.10.001
File:
PDF, 279 KB
english, 2005
Conversion to is in progress
Conversion to is failed