Pages that link to "Item:Q1265916"
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The following pages link to On some filtering problems arising in mathematical finance (Q1265916):
Displayed 5 items.
- A filtered no arbitrage model for term structures from noisy data (Q2485832) (← 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)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (Q3523574) (← links)