IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA
Bagchi, Arunabha, Aihara, Shin Ichi
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.03.2010)
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.03.2010)
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Journal Article
On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor
Aihara, Shin Ichi, Bagchi, Arunabha, Kumar, Suresh K.
Published in Applied mathematics & optimization (01.12.2014)
Published in Applied mathematics & optimization (01.12.2014)
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Journal Article
Filtering and Identification of Interest Rate Model with Stochastic Volatility
Shin Ichi Aihara, Bagchi, A.
Published in Proceedings of the 44th IEEE Conference on Decision and Control (2005)
Published in Proceedings of the 44th IEEE Conference on Decision and Control (2005)
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Conference Proceeding
Adaptive filtering in electricity spot price models
Aihara, Shin Ichi, Bagchi, Arunabha
Published in 2014 11th International Conference on Informatics in Control, Automation and Robotics (ICINCO) (01.09.2014)
Published in 2014 11th International Conference on Informatics in Control, Automation and Robotics (ICINCO) (01.09.2014)
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Conference Proceeding
On the Optimal Control of Distributed Systems with Stochastic Parameters and Boundary States
Sunahara, Yoshifumi, Aihara, Shin-ichi, Kojima, Fumio
Published in 1982 American Control Conference (01.06.1982)
Published in 1982 American Control Conference (01.06.1982)
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Conference Proceeding
Filtering and identification of stochastic diffusion systems with unknown boundary conditions
Aihara, S. I., Bagchi, A.
Published in 2012 IEEE 51st IEEE Conference on Decision and Control (CDC) (01.12.2012)
Published in 2012 IEEE 51st IEEE Conference on Decision and Control (CDC) (01.12.2012)
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Conference Proceeding
Parameter identification for hyperbolic stochastic systems
Aihara, Shin Ichi, Bagchi, Arunabha
Published in Journal of mathematical analysis and applications (15.09.1991)
Published in Journal of mathematical analysis and applications (15.09.1991)
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Journal Article