An online estimation scheme for a Hull–White model with HMM-driven parameters (Q6494461)
From MaRDI portal
scientific article; zbMATH DE number 7840095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An online estimation scheme for a Hull–White model with HMM-driven parameters |
scientific article; zbMATH DE number 7840095 |
Statements
An online estimation scheme for a Hull–White model with HMM-driven parameters (English)
0 references
30 April 2024
0 references
