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Filters
2 research outputs found
Nonlinear Kalman Filtering in Affine Term Structure Models
Author
A Egorov
C Almeida
+46Â more
Christian Dorion
D Backus
D Duffie
D Duffie
D Duffie
F De Jong
G Bakshi
G Duffee
G Duffee
G Duffee
H Li
J C Duan
J Duarte
J Dunik
J Li
J Li
J Liu
J Lund
J Van Binsbergen
J.-S Fontaine
Kris Jacobs
L Benzoni
L Chen
Lotfi Karoui
N D Pearson
P Balduzzi
P Carr
P Cheridito
P Collin-Dufresne
P Collin-Dufresne
P Collin-Dufresne
P Feldhutter
Peter Christoffersen
Q Dai
Q Dai
R Bikbov
R Jarrow
R R Chen
R R Chen
R Van Der Merwe
S Babbs
S J Julier
S J Julier
S Thompson
T G Andersen
Y Ait-Sahalia
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Nonlinear Kalman Filtering in Affine Term Structure Models
Author
Chen L
Christian Dorion
+3Â more
Kris Jacobs
Lotfi Karoui
Peter Christoffersen
Publication venue
'Institute for Operations Research and the Management Sciences (INFORMS)'
Publication date
Field of study
No full text
Crossref