A Monte Carlo filtering approach for estimating the term structure of interest rates (Q5960135): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 00:49, 5 March 2024
scientific article; zbMATH DE number 1727265
Language | Label | Description | Also known as |
---|---|---|---|
English | A Monte Carlo filtering approach for estimating the term structure of interest rates |
scientific article; zbMATH DE number 1727265 |
Statements
A Monte Carlo filtering approach for estimating the term structure of interest rates (English)
0 references
11 April 2002
0 references
generalized state space model
0 references
Monte Carlo integration
0 references
interest rate model
0 references
self-organizing method
0 references