Stochastic Analysis and Particle Filtering of the Volatility

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Submitted on : Monday, October 24, 2011 - 5:24:37 PM
Last modification on : Thursday, March 29, 2018 - 11:06:04 AM

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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⟩

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