The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403)

From MaRDI portal
Revision as of 00:23, 29 February 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
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
    0 references
    0 references
    0 references
    30 March 2010
    0 references

    Identifiers