Stop the war!
Остановите войну!
for scientists:
default search action
"Nonlinear Kalman Filtering in Affine Term Structure Models."
Peter F. Christoffersen et al. (2014)
- Peter F. Christoffersen, Christian Dorion, Kris Jacobs, Lotfi Karoui:
Nonlinear Kalman Filtering in Affine Term Structure Models. Manag. Sci. 60(9): 2248-2268 (2014)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.