[R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)

Francesco Marangoni fmarangoni at libero.it
Sun Jun 15 14:25:44 CEST 2008

Previous message: [R-SIG-Finance] Financial workload in R
Next message: [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20080615/98f0f38d/attachment.pl>

Previous message: [R-SIG-Finance] Financial workload in R
Next message: [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-SIG-Finance mailing list