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Parameter estimation and reverse martingales

, and . Stochastic Processes and their Applications, 63 (2): 235--263 (Nov 1, 1996)

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Term Structure Models with Parallel and Proportional Shifts, , and . Applied Mathematical Finance, 14 (3): 243--260 (2007)Adaptive prediction and reverse martingales, and . Stochastic Processes and their Applications, 43 (2): 191--222 (December 1992)Parameter estimation and reverse martingales, and . Stochastic Processes and their Applications, 63 (2): 235--263 (Nov 1, 1996)Towards a general theory of bond markets., , , and . Finance and Stochastics, 1 (2): 141-174 (1997)Arbitrage theory in continuous time. Oxford Univ. Press, Oxford u.a., 2. ed., reprint. edition, (2005)