"Using Kalman filter and finite difference techniques in default free bond ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

David Weeks, Suleiman K. Kassicieh (1993)

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DOI: 10.1007/BF02282061

access: closed

type: Journal Article

metadata version: 2020-08-13

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David Weeks, Suleiman K. Kassicieh:
Using Kalman filter and finite difference techniques in default free bond pricing models. Ann. Oper. Res. 45(1): 405-431 (1993)

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