Linear and non-linear filtering in mathematical finance: a review (Q3019511): Difference between revisions
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Latest revision as of 08:45, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear and non-linear filtering in mathematical finance: a review |
scientific article |
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Linear and non-linear filtering in mathematical finance: a review (English)
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28 July 2011
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Kalman filtering
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volatility models
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time series calibration
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