On Filtering in Markovian Term Structure Models

Chiarella, C Pasquali, S Runggaldier, WJ

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Publisher:: World Scientific
Publication Type:: Chapter
Citation:: Recent Developments in Mathematical Finance, 2002, 1, pp. 139 - 150
Issue Date:: 2002-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Pasquali, S	en_US
dc.contributor.author	Runggaldier, WJ	en_US
dc.contributor.editor	Yong, J	en_US
dc.date.issued	2002-01	en_US
dc.identifier.citation	Recent Developments in Mathematical Finance, 2002, 1, pp. 139 - 150	en_US
dc.identifier.isbn	9789810247973	en_US
dc.identifier.uri	http://hdl.handle.net/10453/7962
dc.publisher	World Scientific	en_US
dc.relation	http://purl.org/au-research/grants/arc/A00103864
dc.relation.ispartof	Recent Developments in Mathematical Finance	en_US
dc.title	On Filtering in Markovian Term Structure Models	en_US
dc.type	Chapter
utslib.location	Singapore	en_US
utslib.for	150205 Investment and Risk Management	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	140199 Economic Theory not elsewhere classified	en_US
utslib.citation.edition	1	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.edition	1	en_US
pubs.place-of-publication	Singapore	en_US

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