Pages that link to "Item:Q1023616"
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The following pages link to Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616):
Displaying 14 items.
- Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method (Q452571) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- Joint parameter and state estimation based on marginal particle filter and particle swarm optimization (Q2333097) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- Particle Markov Chain Monte Carlo Methods (Q4632633) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)