On Filtering in Markovian Term Structure Models

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dc.contributor.author Chiarella, C
dc.contributor.author Pasquali, S
dc.contributor.author Runggaldier, WJ
dc.contributor.editor Yong, J
dc.date.accessioned 2010-05-28T09:39:21Z
dc.date.issued 2002-01
dc.identifier.citation Recent Developments in Mathematical Finance, 2002, 1, pp. 139 - 150
dc.identifier.isbn 9789810247973
dc.identifier.other B1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/7962
dc.publisher World Scientific
dc.title On Filtering in Markovian Term Structure Models
dc.type Chapter
dc.parent Recent Developments in Mathematical Finance
dc.journal.number en_US
dc.publocation Singapore en_US
dc.publocation Singapore
dc.identifier.startpage 139 en_US
dc.identifier.endpage 150 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 150205 Investment and Risk Management
dc.for 1502 Banking, Finance and Investment
dc.for 140199 Economic Theory Not Elsewhere Classified
dc.personcode 716350
dc.percentage 40 en_US
dc.classification.name Economic Theory not elsewhere classified en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.edition 1
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance


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