scientific article; zbMATH DE number 2150980

zbMATH Open1154.91406MaRDI QIDQ4660477

R. Zagst, Jeanette Roth

Publication date: 4 April 2005

Title of this publication is not available (Why is that?)

zbMATH Keywords

Kalman filterDefaultable term structure models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (2)

Title not available (Why is that?) ⋮ Three-factor interest rate models

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