Estimation of stochastic volatility in the Hull-White model (Q4541594): Difference between revisions
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Latest revision as of 11:07, 4 June 2024
scientific article; zbMATH DE number 1771984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of stochastic volatility in the Hull-White model |
scientific article; zbMATH DE number 1771984 |
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Estimation of stochastic volatility in the Hull-White model (English)
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5 September 2002
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robust filter
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