Pages that link to "Item:Q3523558"
From MaRDI portal
The following pages link to ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558):
Displaying 6 items.
- Creation of two-particle entanglement in open macroscopic quantum systems (Q447494) (← links)
- Quantum-dot-based photon emission and media conversion for quantum information applications (Q606139) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
- Applying the EKF to stochastic differential equations with level effects (Q1592900) (← links)
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)