OPUS at UTS: Search - Open Publications of UTS Scholars

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Issue Date	Title	Author(s)
2001-12-01	On filtering in Markovian term structure models: An approximation approach	Chiarella, C; Pasquali, S; Runggaldier, WJ
2006-08	The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach	Bhar, R; Chiarella, C; Hung, H; Runggaldier, WJ
2004-03	Inferring the forward looking equity risk premium from derivative prices	Bhar, R; Chiarella, C; Runggaldier, WJ
2002-01	On Filtering in Markovian Term Structure Models	Chiarella, C; Pasquali, S; Runggaldier, WJ; Yong, J

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