Pages that link to "Item:Q453787"
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The following pages link to A branching particle approximation to a filtering micromovement model of asset price (Q453787):
Displaying 4 items.
- Stability of the filter with Poisson observations (Q500868) (← links)
- Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)