Author:
Bhar Ramaprasad,Chiarella Carl
Subject
Applied Mathematics,Finance
Cited by
7 articles.
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1. Stochastic Volatility, a closed formula for futures contracts;2022 11th International Symposium on Signal, Image, Video and Communications (ISIVC);2022-05-18
2. RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING;International Journal of Theoretical and Applied Finance;2010-03
3. IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA;International Journal of Theoretical and Applied Finance;2010-03
4. Empirical Identification of Affine Term Structures from Yield Curve Data;Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications;2009-05-05
5. A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS;International Journal of Theoretical and Applied Finance;2001-04