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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
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Mean-variance pricing and risk preferences
Mercurio, Fabio
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1996
Persistent link: https://www.econbiz.de/10000932106
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New developments on the Gaussian Projection Filter with small observation noise
Brigo, Damiano
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1996
Persistent link: https://www.econbiz.de/10000929725
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3
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
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Moraleda Novo, Juan Manuel
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1996
Persistent link: https://www.econbiz.de/10000939515
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A family of humped volatility structures
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
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1996
Persistent link: https://www.econbiz.de/10000948314
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On the relationship between assumed density filters and projection filters
Brigo, Damiano
;
Hanzon, Bernard
;
Gland, François le
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1996
Persistent link: https://www.econbiz.de/10000927898
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