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"How do invariant transformations affect the calibration and optimization ..."
Januj Amar Juneja (2021)
- Januj Amar Juneja:
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? Comput. Manag. Sci. 18(1): 73-97 (2021)
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