@ARTICLE\{IMM2000-01150,
    author       = "M. Baadsgaard and J. N. Nielsen and H. Madsen",
    title        = "Estimating Multivariate Exponentail-Affine Term Structure Models from Coupon Bound Prices using Nonlinear Filtering",
    year         = "2000",
    pages        = "1-20",
    journal      = "Econometric Journal",
    volume       = "3",
    editor       = "",
    number       = "",
    publisher    = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/1150-full.html"
}