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Using Kalman filter and finite difference techniques in default free bond pricing models (Q1313176)

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scientific article; zbMATH DE number 490532
Language Label Description Also known as
English
Using Kalman filter and finite difference techniques in default free bond pricing models
scientific article; zbMATH DE number 490532

    Statements

    title
    Using Kalman filter and finite difference techniques in default free bond pricing models (English)
    0 references
    author
    V. Pereyra
    0 references
    publication date
    9 February 1994
    0 references

    Identifiers

    DOI
    10.1007/BF02282061
    0 references
    zbMATH DE Number
    490532
    0 references
     
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