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An online estimation scheme for a Hull–White model with HMM-driven parameters - MaRDI portal

An online estimation scheme for a Hull–White model with HMM-driven parameters (Q6494461)

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scientific article; zbMATH DE number 7840095
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An online estimation scheme for a Hull–White model with HMM-driven parameters
scientific article; zbMATH DE number 7840095

    Statements

    title
    An online estimation scheme for a Hull–White model with HMM-driven parameters (English)
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    author
    Christina Erlwein
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    Rogemar S. Mamon
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    publication date
    30 April 2024
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    Identifiers

    zbMATH DE Number
    7840095
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