The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403)
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scientific article; zbMATH DE number 5687912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach |
scientific article; zbMATH DE number 5687912 |
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The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (English)
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30 March 2010
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0.8798412
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0.8625921
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0.8621494
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0.8611252
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0.8566543
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0.85548717
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