𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bond pricing in a hidden Markov model of the short rate

✍ Scribed by Camilla Landén

Publisher
Springer-Verlag
Year
2000
Tongue
English
Weight
213 KB
Volume
4
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bond pricing in APL2: A study in numeric
Bond pricing in APL2: A study in numerical solution of the Brennan and Schwartz bond pricing model using a vector processor
✍ Garth H. Foster 📂 Article 📅 1989 🏛 Springer US 🌐 English ⚖ 705 KB

This paper is a unification of two earlier papers: the original model of the bond pricing algorithm developed by Foote, Kraemer, and the author [4] and a later paper reported at the Third Supercomputer Conference [5]. This paper briefly discusses the Brennan and Schwartz bond pricing model which was

Statistical determinants of dendritic mo
Statistical determinants of dendritic morphology in hippocampal pyramidal neurons: A hidden Markov model
✍ Alexei V. Samsonovich; Giorgio A. Ascoli 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 431 KB

## Abstract Dendritic structure is traditionally characterized by distributions and interrelations of morphometric parameters, such as Sholl‐like plots of the number of branches versus dendritic path distance. However, how much of a given morphology is effectively captured by any statistical descri