Pages that link to "Item:Q707219"
From MaRDI portal
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):
Displaying 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)
