Using Kalman filter and finite difference techniques in default free bond pricing models
| Year of publication: |
1993
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|---|---|
| Authors: | Weeks, D. ; Kassicieh, S. |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 45.1993, p. 405-432
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