Pages that link to "Item:Q1265916"

The following pages link to On some filtering problems arising in mathematical finance (Q1265916):

Displaying 15 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)
• 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)
• IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA (Q3564993) (← links)
• Approximated moment-matching dynamics for basket-options pricing (Q4647590) (← links)
• Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← 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)