Please use this identifier to cite or link to this item:
Type: Book chapter
Title: The term structure of interest rates in a hidden markov setting
Author: Elliott, R.
Wilson, C.
Citation: Hidden Markov Models in Finance, 2007 / Mamon, R., Elliott, R. (ed./s), pp.15-30
Publisher: Springer
Publisher Place: New York, USA
Issue Date: 2007
Series/Report no.: International Series in Operations Research & Management Science ; 104
ISBN: 0387710817
Editor: Mamon, R.
Elliott, R.
Statement of
Robert J. Elliot and Craig A. Wilson
Description (link):
Appears in Collections:Aurora harvest
Mathematical Sciences publications

Files in This Item:
There are no files associated with this item.

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.