Pages that link to "Item:Q5960135"
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The following pages link to A Monte Carlo filtering approach for estimating the term structure of interest rates (Q5960135):
Displayed 6 items.
- A factor allocation approach to optimal bond portfolio (Q841841) (← links)
- Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters (Q977000) (← links)
- On the effect of Bank of Japan's outright purchase on the JGB yield curve (Q1627831) (← links)
- Term structure models during the global financial crisis: a parsimonious text mining approach (Q2326980) (← links)
- CALIBRATION OF THE UNI-VARIATE COX–INGERSOLL–ROSS MODEL AND PARAMETERS SELECTION THROUGH THE KULLBACK–LEIBLER DIVERGENCE (Q2929377) (← links)
- Computational Methods for Time Series Analysis (Q3298642) (← links)
