An online estimation scheme for a Hull-White model with HMM-driven parameters

Artikel › Journalartikel › 2009

Zitation

Erlwein, Christina; Mamon, Rogemar: An online estimation scheme for a Hull-White model with HMM-driven parameters. In: Statistical Methods and Applications 18/1/2009. (2009), S. 87-107.

ISSN

1618-2510

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