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On Filtering in Markovian Term Structure Models
Carl ChiarellaWolfgang J. RunggaldierSara Pasquali
其他書名
An Approximation Approach
出版School of Finance and Economics, University of Technology, Sydney, 2001
URLhttp://books.google.com.hk/books?id=ZiLTygAACAAJ&hl=&source=gbs_api