Asymptotic expansion for a filtering problem and a short term rate model (Q3564004)
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scientific article; zbMATH DE number 5715341
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| English | Asymptotic expansion for a filtering problem and a short term rate model |
scientific article; zbMATH DE number 5715341 |
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Asymptotic expansion for a filtering problem and a short term rate model (English)
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2 June 2010
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Filtering
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nonlinear
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asymptotic expansion
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0.8000994920730591
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0.7989754676818848
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0.7461615800857544
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