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Stochastic Analysis and Particle Filtering of the Volatility

Hana Baili 1
1 E3S - Supélec Sciences des Systèmes [Gif-sur-Yvette]
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Journal articles
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https://hal-supelec.archives-ouvertes.fr/hal-00565194
Contributor : Karine El Rassi <>
Submitted on : Friday, February 11, 2011 - 10:45:20 AM
Last modification on : Thursday, March 29, 2018 - 11:06:05 AM

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  • HAL Id : hal-00565194, version 1

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Hana Baili. Stochastic Analysis and Particle Filtering of the Volatility. IAENG International Journal of Applied Mathematics, 2011, 41 (1), pp.76-81. ⟨hal-00565194⟩

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