The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach

Publication Type:
Journal Article
Citation:
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2009, 53 (6), pp. 2075 - 2088
Issue Date:
2009-04-15
Metrics:
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2008002240.pdf176.25 kB
Adobe PDF
Please use this identifier to cite or link to this item: