The following pages link to (Q3498091):
Displaying 4 items.
- Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
