Pages that link to "Item:Q4553795"

The following pages link to Exact Smooth Term-Structure Estimation (Q4553795):

Displaying 2 items.

• How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? (Q2033711) (← links)
• Term structure analysis with big data: one-step estimation using bond prices (Q2323364) (← links)