Nonlinear filtering in stochastic volatility models

Nonlinear filtering in stochastic volatility models
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Total Pages:
Release: 1998
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ISBN:
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Nonlinear filtering in stochastic volatility models
Language: da
Pages:

Nonlinear filtering in stochastic volatility models

Authors:
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Nonlinear Filtering of Stochastic Differential Equations with Jumps
Language: en
Pages: 100

Nonlinear Filtering of Stochastic Differential Equations with Jumps

Authors: Silvia Popa
Categories: Filters (Mathematics)
Type: BOOK - Published: 2009 - Publisher:

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Filtering deals with recursive estimation of signals from their noisy measurements. A typical setup consists of a Markov process, which cannot be observed direc
Non-linear Filtering for Stochastic Volatility Models with Heavy Tails and Leverage
Language: en
Pages: 20

Non-linear Filtering for Stochastic Volatility Models with Heavy Tails and Leverage

Authors: Adam Clements
Categories: Economics
Type: BOOK - Published: 2005 - Publisher:

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Nonlinear Filtering
Language: en
Pages: 581

Nonlinear Filtering

Authors: Jitendra R. Raol
Categories: Technology & Engineering
Type: BOOK - Published: 2017-07-12 - Publisher: CRC Press

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Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling,
Stochastic Filtering with Applications in Finance
Language: en
Pages: 354

Stochastic Filtering with Applications in Finance

Authors: Ramaprasad Bhar
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: World Scientific

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This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with