On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model (Q3305509): Difference between revisions

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+On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter
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+Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
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+Q3999341
@@ Property / cites work: Q3999341 / rank @@
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@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+On parameter estimation of the hidden Ornstein-Uhlenbeck process
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+Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
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+Time Series Analysis and Its Applications
@@ Property / cites work: Time Series Analysis and Its Applications / rank @@
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+MaRDI publication profile
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+W2996994397
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+.01881
@@ Property / arXiv ID: 2108.01881 / rank @@
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