Kalman Filtering of Generalized Vasicek Term Structure Models
- 期刊名称The Journal of Financial and Quantitative Analysis
- 作者Simon H. Babbs and K. Ben Nowman
- 卷第34卷
- 期第1期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小1512.11KB
- 发表时间1999-03
- DOI10.2307/2676248
- 页码115-130
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