Henrik Madsen – Publications — Welcome to DTU Research Database

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Phone20834304
Emailhmaddtudk
Websitehttp://www.henrikmadsen.org

Asmussens Allé, 303B, 004
2800 Kgs. Lyngby
Denmark

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2000
Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering
Baadsgaard, M., Nielsen, J. N. & Madsen, H., 2000, 20 p.
Research output: Other contribution › Research

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