Filtering and identification of interest rate model with stochastic volatility

ShinIchi Aihara, Arunabha Bagchi

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageUndefined
    Title of host publicationProceedings CDC-ECC'05, Seville, Spain
    PublisherIEEE/EUCA
    Pages5227-5232
    Number of pages6
    ISBN (Print)0-7803-9568-9
    Publication statusPublished - 2005

    Keywords

    • METIS-226682

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