scientific article; zbMATH DE number 2150980

MaRDI QIDQ4660477zbMATH OpenFDO

Authors R. Zagst, Jeanette Roth

Publication date 4 April 2005

zbMATH Keywords

Kalman filterDefaultable term structure models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Microeconomic theory (price theory and economic markets) (91B24)

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• Empirical Evaluation of Hybrid Defaultable Bond Pricing Models

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