ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS |
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ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (English)
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3 September 2008
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stochastic volatility
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volatility estimation
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nonlinear filtering, Monte Carlo simulation
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