Nonlinear filtering and estimation of latent factors in short rate models

Mandal, P. K. (Speaker)

    Activity: Talk or presentationOral presentation

    Description

    Plaats van uitgifte: Crete, Greece
    Period13 Jun 2002
    Event titleBachelier Finance Society 2nd World Congress
    Event typeConference
    LocationCrete, Greece

    Keywords

    • METIS-207157