Using Kalman filter and finite difference techniques in default free bond pricing models.

David Weeks Suleiman K. Kassicieh

Published in: Ann. Oper. Res. (1993)

Keyphrases

kalman filter
finite difference
kalman filtering
state space model
pattern recognition
particle filter
state estimation
object tracking
image sequences
video sequences
image classification
partial differential equations
finite element
numerical solution
numerical analysis