A Monte Carlo filtering approach for estimating the term structure of interest rates
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- Material Type
- 記事
- Author/Editor
- Akihiko TakahashiSeisho Sato
- Author Heading
- Periodical title
- Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics
- No. or year of volume/issue
- 53(1) 2001
- Volume
- 53
- Issue
- 1
- Pages
- 50～62
- Publication date of volume/issue (W3CDTF)
- 2001