Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter
| Year of publication: |
1999
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Simonato, Jean-Guy |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 13.1999, 2, p. 111-136
|