Adelaide Research & Scholarship
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https://hdl.handle.net/2440/45954
| Type: | Book chapter |
| Title: | The term structure of interest rates in a hidden markov setting |
| Author: | Elliott, R. Wilson, C. |
| Citation: | Hidden Markov Models in Finance, 2007 / Mamon, R., Elliott, R. (ed./s), pp.15-30 |
| Publisher: | Springer |
| Publisher Place: | New York, USA |
| Issue Date: | 2007 |
| Series/Report no.: | International Series in Operations Research & Management Science ; 104 |
| ISBN: | 0387710817 |
| Editor: | Mamon, R. Elliott, R. |
| Statement of Responsibility: | Robert J. Elliot and Craig A. Wilson |
| Description (link): | http://www.springer.com/business/operations+research/book/978-0-387-71081-5 |
| Appears in Collections: | Aurora harvest Mathematical Sciences publications |
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