Pages that link to "Item:Q2713012"
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The following pages link to Filtering and parameter estimation for a mean reverting interest rate model (Q2713012):
Displaying 6 items.
- Estimating the implicit interest rate of a risky asset (Q1316597) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- (Q5283667) (← links)