The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
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|Date of creation:||01 Dec 1995|
|Publication status:||Published as: Bhar, R. and Chiarella, C., 1997, "The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques", in H. Amman et al (eds) Computational Approaches to Economic Problems, Kluwer Academic Publishers, 113-126.|
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