Special issue on Nonlinear non-Gaussian models and related filtering methods - A Monte Carlo filtering approach for estimating the term structure of interest rates
| Year of publication: |
2001
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| Authors: | Takahashi, Akihiko ; Sato, Seisho |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 53.2001, 1, p. 50-62
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