Linear and non-linear filtering in mathematical finance: a review (Q3019511): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear and non-linear filtering in mathematical finance: a review |
scientific article |
Statements
Linear and non-linear filtering in mathematical finance: a review (English)
0 references
28 July 2011
0 references
Kalman filtering
0 references
volatility models
0 references
time series calibration
0 references
