A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (Q3523574): Difference between revisions

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+Interest rate futures: estimation of volatility parameters in an arbitrage-free framework
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+Minimal realizations in interest rate models
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+On some filtering problems arising in mathematical finance
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+Multi-factor term structure models
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+Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Bond pricing in a hidden Markov model of the short rate
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