BibTeX record journals/automatica/BharCHR06

download as .bib file

@article{DBLP:journals/automatica/BharCHR06,
  author       = {Ramaprasad Bhar and
                  Carl Chiarella and
                  Hing Hung and
                  Wolfgang J. Runggaldier},
  title        = {The volatility of the instantaneous spot interest rate implied by
                  arbitrage pricing - {A} dynamic Bayesian approach},
  journal      = {Autom.},
  volume       = {42},
  number       = {8},
  pages        = {1381--1393},
  year         = {2006},
  url          = {https://doi.org/10.1016/j.automatica.2005.12.027},
  doi          = {10.1016/J.AUTOMATICA.2005.12.027},
  timestamp    = {Thu, 20 Feb 2020 09:16:46 +0100},
  biburl       = {https://dblp.org/rec/journals/automatica/BharCHR06.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.