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Fitting Yield Curve Models Using the Kalman Filter - MaRDI portal

Fitting Yield Curve Models Using the Kalman Filter (Q5892243)

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scientific article; zbMATH DE number 6677682
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English
Fitting Yield Curve Models Using the Kalman Filter
scientific article; zbMATH DE number 6677682

    Statements

    title
    Fitting Yield Curve Models Using the Kalman Filter (English)
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    published in
    PAMM
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    publication date
    25 January 2017
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    91G60
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    91G30
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    zbMATH DE Number
    6677682
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    OpenAlex ID
    W2125499316
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