Article · Journal · 2023

State-space of the Vasicek model for long-term bonds with Kalman filter

International Journal of Financial Engineering

Citations: 1from other works
Field-weighted impact: 0.241.00 is the world average for its field and year
Among its field: 53rd percentileby citations, against works of its field and year
Authors: 3from 3 institutions

Authors

3 authors across 3 institutions in 3 countries

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