Skip to Main content Skip to Navigation
Journal articles

Stochastic Analysis and Particle Filtering of the Volatility

Complete list of metadata

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 : Monday, December 14, 2020 - 12:38:06 PM

Identifiers

  • HAL Id : hal-00565194, version 1

Collections

Citation

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

Share

Metrics

Record views

150