Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility (Q2989590)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility
scientific article

    Statements

    Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    8 June 2017
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references