IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA (Q3564993): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 11:49, 5 March 2024

scientific article
Language Label Description Also known as
English
IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA
scientific article

    Statements

    IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA (English)
    0 references
    0 references
    0 references
    27 May 2010
    0 references
    interest rate models
    0 references
    affine term structure
    0 references
    forward curves
    0 references
    Kalman filter
    0 references
    MLE
    0 references

    Identifiers