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Submitted on : Friday, February 11, 2011 - 10:45:20 AM Last modification on : Monday, December 14, 2020 - 12:38:06 PM
Hana Baili. Stochastic Analysis and Particle Filtering of the Volatility. IAENG International Journal of Applied Mathematics, 2011, 41 (1), pp.76-81. ⟨hal-00565194⟩