Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering | Mikkel Baadsgaard, Jan N. Nielsen, Henrik Madsen
| | Type | Journal paper [General scientific subjects] | | Journal | Econometric Journal | | Year | 2000 Vol. 3 pp. 1-20 | | BibTeX data | [bibtex] | | IMM Group(s) | Mathematical Statistics |
|