A recursive robust Bayesian estimation in partially observed financial market (Q5295060)
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scientific article; zbMATH DE number 5175013
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive robust Bayesian estimation in partially observed financial market |
scientific article; zbMATH DE number 5175013 |
Statements
A recursive robust Bayesian estimation in partially observed financial market (English)
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26 July 2007
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asset value
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gauge transform
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incomplete information
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latent state
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partial observation
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portfolio allocation, stochastic volatility
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