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

DOI10.1007/S10260-007-0082-4MaRDI QIDQ6494461

Christina Erlwein, Rogemar S. Mamon

Publication date: 30 April 2024

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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