Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363): Difference between revisions
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Revision as of 19:45, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust parameter estimation for asset price models with Markov modulated volatilities |
scientific article |
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Robust parameter estimation for asset price models with Markov modulated volatilities (English)
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24 October 2008
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reference probability
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martingales
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forwards and backwards Duncan-Mortenson-Zakai equations
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