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Estimation of stochastic volatility in the Hull-White model - MaRDI portal

Estimation of stochastic volatility in the Hull-White model (Q4541594)

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scientific article; zbMATH DE number 1771984
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Estimation of stochastic volatility in the Hull-White model
scientific article; zbMATH DE number 1771984

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    Estimation of stochastic volatility in the Hull-White model (English)
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    5 September 2002
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    robust filter
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