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Term structure modelling with observable state variables

✍ Scribed by Cristian Huse

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📜 SIMILAR VOLUMES

A regime-switching term structure model

✍ René Ferland; Geneviève Gauthier; Simon Lalancette 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 201 KB

Modelled and observed variability in atm

✍ N. P. Gillett; M. R. Allen; S. F. B. Tett 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 339 KB

Canonical Term-Structure Models with Obs

✍ MARCELLO PERICOLI; MARCO TABOGA 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 136 KB

Modeling the singlet state with local va

✍ Jan-Åke Larsson 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 880 KB

Design of reduced-order observer-based v

✍ Lee, S.S.; Park, J.K. 📂 Article 📅 1998 🏛 The Institution of Electrical Engineers 🌐 English ⚖ 495 KB

Linear EV model with replicate observati

✍ Jixue Liu; Sanguo Zhang; Xiru Chen 📂 Article 📅 2006 🏛 SP Science China Press 🌐 English ⚖ 243 KB