A RECURSIVE PARAMETER ESTIMATION TECHNIQUE FOR TERM STRUCTURE MODELS
| Year of publication: |
2011
|
|---|---|
| Authors: | Tze Chua, Choong ; Ramaswamy, Krishna |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 20.2011, 3, p. 97-97
|