Financial signal processing : a self calibrating model
Robert J. Elliott; William C. Hunter; Barbara M. Jamieson
| Year of publication: |
2001
|
|---|---|
| Authors: | Elliott, Robert J. ; Hunter, William Curt ; Jamieson, Barbara M. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 4, p. 567-584
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Preis | Price | Markov-Kette | Markov chain | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001600343