European Business Schools Librarian's Group
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 02-6: Estimating quadratic term structure models by non-linear filtering
Jes Taulbjerg
Additional contact information
Jes Taulbjerg: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Keywords: Finance; Non-linear programming; Interest rate theory; Term structure
36 pages, May 13, 2003
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