Pages that link to "Item:Q4330064"

The following pages link to On filtering in Markovian term structure models: an approximation approach (Q4330064):

Displaying 6 items.

• A criterion for filtering in semimartingale models (Q1106597) (← links)
• A filtered no arbitrage model for term structures from noisy data (Q2485832) (← links)
• The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
• A benchmark approach to filtering in finance (Q2575441) (← links)
• The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques (Q2715555) (← links)
• Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)