Gaussian Estimation and Forecasting of Multi-Factor Term Structure Models with an Application to Japan and the United Kingdom

Author： Nowman K.B.  

Publisher： Springer Publishing Company

E-ISSN： 1573-6946|8|1|23-34

ISSN： 1387-2834

Source： Financial Engineering and the Japanese Markets, Vol.8, Iss.1, 2001-03, pp. : 23-34

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