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Q3014324 - MaRDI portal

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    author
    Lun Ran
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    Li Zhou
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    Qi'an Chen
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    publication date
    19 July 2011
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    Mathematics Subject Classification ID
    91G30
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    91G70
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    62F10
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    62M20
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    zbMATH DE Number
    5926129
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    zbMATH Keywords
    interest rate term structure
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    stochastic volatility
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    efficient method of moment
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    maximum likelihood
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    Kalman filter
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