The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: Genocop / rank | |||
Normal rank |
Revision as of 00:23, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach |
scientific article |
Statements
The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (English)
0 references
30 March 2010
0 references