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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
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pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
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