Article thumbnail

Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure

By Giuliano De Rossi
OAI identifier:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://www.sciencedirect.com/s... (external link)

  • To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.

    Suggested articles