Estimation of stochastic volatility in the Hull-White model (Q4541594)
From MaRDI portal
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 |
Statements
Estimation of stochastic volatility in the Hull-White model (English)
0 references
5 September 2002
0 references
robust filter
0 references
