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Kalman-Filter
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State space model
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Zinsstruktur
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Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Anwendung des Kalman-Filters zur Identifikation und Projektion von Zinsstrukturmodellen : Modelltheoretische Grundlagen
Albrecht, Peter
(
contributor
);
Mayer, Christoph
(
contributor
)
-
2008
-Filters zur Identifikation und Projektion von Zinsstrukturmodellen : Modelltheoretische Grundlagen Peter
Albrecht
/
Christoph
…
Persistent link: https://www.econbiz.de/10003750268
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