Kalman Filtering of Generalized Vasicek Term Structure Models
| Year of publication: |
1999
|
|---|---|
| Authors: | Babbs, Simon H. ; Nowman, K.Ben |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 34.1999, 1, p. 115-130
|