Pages that link to "Item:Q5483505"
From MaRDI portal
The following pages link to A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505):
Displaying 17 items.
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
- A one-factor conditionally linear commodity pricing model under partial information (Q2515786) (← links)
- Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks (Q2892976) (← links)
- Risk-minimizing hedging strategies with restricted information and cost (Q3103158) (← links)
- Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
- Risk minimizing hedging for a partially observed high frequency data model (Q3426316) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
