The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. - Ramaprasad Bhar; Carl Chiarella; Hing Hung; Wolfgang J. Runggaldier (Autom., 2006)

The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach. - Carl Chiarella; Hing Hung; Thuy-Duong Tô (Comput. Stat. Data Anal., 2009)