"The volatility of the instantaneous spot interest rate implied by ..."

Ramaprasad Bhar et al. (2006)

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DOI: 10.1016/J.AUTOMATICA.2005.12.027

access: closed

type: Journal Article

metadata version: 2020-02-20

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  - journals/automatica/BharCHR06
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  - https://dblp.org/rec/journals/automatica/BharCHR06
Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier:
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. Autom. 42(8): 1381-1393 (2006)

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