Filtering a nonlinear stochastic volatility model (Q437251): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11071-011-0069-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2098173217 / rank | |||
Normal rank | |||
Revision as of 23:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering a nonlinear stochastic volatility model |
scientific article |
Statements
Filtering a nonlinear stochastic volatility model (English)
0 references
17 July 2012
0 references
stochastic volatility
0 references
nonlinear dynamical system
0 references
economic cycles
0 references
nonlinear filters
0 references
change of measures
0 references
reference probability
0 references
