Narrow search
Showing 1 - 10 of 15
Cover Image
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 2000
Persistent link: https://www.econbiz.de/10001730596
Cover Image
Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
Cover Image
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001558290
Cover Image
Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120