On the role of state variables in interest rates models (Q2744950)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the role of state variables in interest rates models |
scientific article |
Statements
9 October 2001
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interest rate models
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arbitrage-free models
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state variables
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Kalman filter estimation
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On the role of state variables in interest rates models (English)
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