Pages that link to "Item:Q707219"

The following pages link to Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models (Q707219):

Displayed 5 items.

• Residual and stratified branching particle filters (Q1654240) ‎ (← links)
• Microstructure models with short-term inertia and stochastic volatility (Q1665369) ‎ (← links)
• A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs (Q2581718) ‎ (← links)
• EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) ‎ (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366) ‎ (← links)