Pricing Fixed-Income Securities in an Information-Based Framework (Q5363206): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0911.1610 / rank | |||
Normal rank |
Latest revision as of 02:24, 20 April 2024
scientific article; zbMATH DE number 6786539
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing Fixed-Income Securities in an Information-Based Framework |
scientific article; zbMATH DE number 6786539 |
Statements
Pricing Fixed-Income Securities in an Information-Based Framework (English)
0 references
5 October 2017
0 references
fixed-income securities
0 references
interest rate theory
0 references
inflation-linked securities
0 references
incomplete information
0 references
nonlinear filtering
0 references