A branching particle approximation to a filtering micromovement model of asset price (Q453787)
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scientific article; zbMATH DE number 6088195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branching particle approximation to a filtering micromovement model of asset price |
scientific article; zbMATH DE number 6088195 |
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A branching particle approximation to a filtering micromovement model of asset price (English)
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28 September 2012
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particle filters
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Monte Carlo approximation
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filtering
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counting process
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stochastic partial differential equation
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ultra-high frequency data
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