Some applications of<i>M</i>-ary detection in quantitative finance (Q5189711): Difference between revisions

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+https://doi.org/10.1080/14697680802595676
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+W2084148842
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+New finite-dimensional filters and smoothers for noisily observed Markov chains
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+Reproducing Gaussian densities and linear Gaussian detection
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+Robust&amp;lt;tex&amp;gt;$M$&amp;lt;/tex&amp;gt;-ary Detection Filters and Smoothers for Continuous-Time Jump Markov Systems
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+Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains
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+Estimating the implicit interest rate of a risky asset
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+Robust parameter estimation for asset price models with Markov modulated volatilities
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+Stochastic calculus for finance. II: Continuous-time models.
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@@ links / mardi / name / links / mardi / name @@
+Publication:5189711