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~isPartOf:"Review of quantitative finance and accounting"
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Review of quantitative finance and accounting
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Estimating and testing exponential-affine term structure models by Kalman filter
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Review of quantitative finance and accounting
13
(
1999
)
2
,
pp. 111-135
Persistent link: https://www.econbiz.de/10001445819
Saved in:
2
Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Review of quantitative finance and accounting
13
(
1999
)
2
,
pp. 111-136
Persistent link: https://www.econbiz.de/10007184570
Saved in:
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