Identification of affine term structures from yield curve data
Year of publication: |
2010
|
---|---|
Authors: | Aihara, Shin Ichi ; Bagchi, Arunabha |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 2, p. 259-283
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Theorie | Theory |
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