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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
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The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951350
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl; Hassan, Nadima el - 1996
Persistent link: https://www.econbiz.de/10000955777
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Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad; Chiarella, Carl - 1996
Persistent link: https://www.econbiz.de/10000985675
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Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl; Hassan, Nadima el - 1997
Persistent link: https://www.econbiz.de/10000985681
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Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1991
Persistent link: https://www.econbiz.de/10000823425
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Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000825530
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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad - In: The European journal of finance 3 (1997) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001219148