Implied Filtering Densities on the Hidden State of Stochastic Volatility (Q4586317)
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scientific article; zbMATH DE number 6935842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied Filtering Densities on the Hidden State of Stochastic Volatility |
scientific article; zbMATH DE number 6935842 |
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Implied Filtering Densities on the Hidden State of Stochastic Volatility (English)
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12 September 2018
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filtering
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stochastic volatility
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HMM
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volatility risk premium
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Heston model
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volatility uncertainty
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