Pages that link to "Item:Q959679"
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The following pages link to Filtering and identification of Heston's stochastic volatility model and its market risk (Q959679):
Displaying 4 items.
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
- Анализ высоковолатильных рынков с использованием метода Берга и фильтров Чебышева II рода и статистическое моделирование риска убыточнос (Q4960016) (← links)
