A filtered no arbitrage model for term structures from noisy data
| Autor: | Gombani, Andrea, Jaschke, Stefan R., Runggaldier, Wolfgang J. * |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications 2005 115(3):381-400 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Gombani, Andrea, Jaschke, Stefan R., Runggaldier, Wolfgang J. * |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications 2005 115(3):381-400 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect