Pages that link to "Item:Q1929412"
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The following pages link to Linear filtering for asymmetric stochastic volatility models (Q1929412):
Displaying 4 items.
- Recursive estimation for continuous time stochastic volatility models (Q1036836) (← links)
- A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192) (← links)
- Linear and non-linear filtering in mathematical finance: a review (Q3019511) (← links)
- Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models (Q5427674) (← links)