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