A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates
| Year of publication: |
2001
|
|---|---|
| Authors: | Takahashi, Akihiko ; Sato, Seisho |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 50-62
|
| Publisher: |
Springer |
| Subject: | Generalized state sapce model | Monte Carlo integration | interest rate model | self-organizing method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395709