Filtering and identification of interest rate model with stochastic volatility

ShinIchi Aihara, Arunabha Bagchi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	Undefined
Title of host publication	Proceedings CDC-ECC'05, Seville, Spain
Publisher	IEEE
Pages	5227-5232
Number of pages	6
ISBN (Print)	0-7803-9568-9
Publication status	Published - 2005

Keywords

@inproceedings{f0f74bce8bc24741bc6161dae4b44151,

title = "Filtering and identification of interest rate model with stochastic volatility",

keywords = "METIS-226682",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "2005",

language = "Undefined",

isbn = "0-7803-9568-9",

pages = "5227--5232",

booktitle = "Proceedings CDC-ECC'05, Seville, Spain",

publisher = "IEEE",

address = "United States",

}