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Fitting Yield Curve Models Using the Kalman Filter

  • B. Walther
  • , A. May
  • , Clemens Tom Wilfried Fischer

Research output: Contribution to conference › Paper › peer-review

Original languageEnglish
Pages507-508
Number of pages2
Publication statusPublished - 2004
EventGAMM Annual Meeting 2004 - Dresden, Germany
Duration: 21 Mar 2004 → 27 Mar 2004

Conference

ConferenceGAMM Annual Meeting 2004
Country/TerritoryGermany
CityDresden
Period21/03/04 → 27/03/04

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