Optimal Control of Linear Systems with Time Varying Drift Parameters: the Gaussian Case.
| Year of publication: |
1996-03
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| Authors: | Christopeit, Norbert |
| Institutions: | University of Bonn, Germany |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
| Source: |
Persistent link: https://www.econbiz.de/10004968289