Skip to Main content Skip to Navigation
Book sections

Stochastic Analysis and Particle Filtering of the Volatility

Complete list of metadata

https://hal-supelec.archives-ouvertes.fr/hal-00635192
Contributor : Karine El Rassi Connect in order to contact the contributor
Submitted on : Monday, October 24, 2011 - 5:24:37 PM
Last modification on : Monday, December 14, 2020 - 12:38:04 PM

Identifiers

  • HAL Id : hal-00635192, version 1

Collections

Citation

Hana Baili. Stochastic Analysis and Particle Filtering of the Volatility. Ao, Sio-Iong; Amouzegar, Mahyar; Rieger, Burghard B. (Eds.). Intelligent Automation and Systems Engineering, Springer, pp.137-149, 2011, Lecture Notes in Electrical Engineering. ⟨hal-00635192⟩

Share

Metrics

Record views

195