Interest rate futures: estimation of volatility parameters in an arbitrage-free framework. - Ramaprasad Bhar; Carl Chiarella (CIFEr, 1996)

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)