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Estimation of stochastic volatility in the hull-white model
Aihara, Shinichi; Bagchi, Arunabha - In: Applied mathematical finance 7 (2000) 3, pp. 153-181
Persistent link: https://www.econbiz.de/10001590456
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Regional allocation of investment as a hierarchical optimization problem
Bagchi, A.; Olsder, G. J.; Strijbos, R. C. W. - In: Regional science & urban economics 11 (1981) 2, pp. 205-213
Persistent link: https://www.econbiz.de/10001849053
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Identification of affine term structures from yield curve data
Aihara, Shin Ichi; Bagchi, Arunabha - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 259-283
Persistent link: https://www.econbiz.de/10008860397
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Filtering and identification of Heston's stochastic volatility model and its market risk
Aihara, ShinIchi; Bagchi, Arunabha - In: Journal of economic dynamics & control 30 (2006) 12, pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572
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Stochastic hyperbolic dynamics for infinite-dimensional foward rates and option pricing
Aihara, Shin Ichi; Bagchi, Arunabha - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10002582907