Pages that link to "Item:Q1265916"
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The following pages link to On some filtering problems arising in mathematical finance (Q1265916):
Displaying 10 items.
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- A filtered no arbitrage model for term structures from noisy data (Q2485832) (← links)
- ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS (Q3100990) (← links)
- On the distributional distance between the lognormal LIBOR and swap market models (Q3375384) (← links)
- An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
- An efficient Monte Carlo scheme for Zakai equations (Q6058696) (← links)
- An energy-based deep splitting method for the nonlinear filtering problem (Q6103776) (← links)
- Optimal projection filters with information geometry (Q6138810) (← links)
