Fitting yield curve models using the Kalman filter (Q5892243)
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scientific article; zbMATH DE number 6677682
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| English | Fitting yield curve models using the Kalman filter |
scientific article; zbMATH DE number 6677682 |
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Fitting Yield Curve Models Using the Kalman Filter (English)
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25 January 2017
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0.8088447451591492
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0.803154468536377
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0.7879649996757507
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