On Filtering in Markovian Term Structure Models

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dc.contributor.author Chiarella, Carl en_US
dc.contributor.author Pasquali, Sara en_US
dc.contributor.author Runggaldier, Wolfgang en_US
dc.contributor.editor Yong J en_US
dc.date.accessioned 2010-05-28T09:39:21Z
dc.date.available 2010-05-28T09:39:21Z
dc.date.issued 2002 en_US
dc.identifier 2007004474 en_US
dc.identifier.citation Chiarella Carl, Pasquali Sara, and Runggaldier Wolfgang 2002, 'On Filtering in Markovian Term Structure Models', World Scientific, Singapore, pp. 139-150. en_US
dc.identifier.issn 9789810247973 en_US
dc.identifier.other B1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/7962
dc.description.abstract en_US
dc.language en_US
dc.publisher World Scientific en_US
dc.relation.isbasedon en_US
dc.title On Filtering in Markovian Term Structure Models en_US
dc.parent Recent Developments in Mathematical Finance en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Singapore en_US
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 140199 en_US
dc.personcode 716350 en_US
dc.personcode 0000024155 en_US
dc.personcode 0000018062 en_US
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.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords en_US


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