A Monte Carlo filtering approach for estimating the term structure of interest rates (Q5960135)
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scientific article; zbMATH DE number 1727265
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A Monte Carlo filtering approach for estimating the term structure of interest rates |
scientific article; zbMATH DE number 1727265 |
Statements
A Monte Carlo filtering approach for estimating the term structure of interest rates (English)
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11 April 2002
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generalized state space model
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Monte Carlo integration
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interest rate model
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self-organizing method
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0.828977644443512
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0.8184477090835571
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0.8080213069915771
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