Download Research Report FMRR98-004
Filtering and parameter estimation for a mean reverting interest rate model
Robert Elliott , Paul Fischer and Eckhard Platen
Download cover sheet
(2 K DVI file)
Download paper
(104K gzipped Postscript file)
webmaster@maths.anu.edu.au
![[Back]](/images/prevpage.gif)
![[Index]](/images/index.gif)
![[Help]](/images/help.gif)
![[MSI]](/images/msi.gif)
![[ANU Online]](/images/online.gif)