Filtering a nonlinear stochastic volatility model (Q437251)
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scientific article; zbMATH DE number 6057883
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Filtering a nonlinear stochastic volatility model |
scientific article; zbMATH DE number 6057883 |
Statements
Filtering a nonlinear stochastic volatility model (English)
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17 July 2012
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stochastic volatility
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nonlinear dynamical system
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economic cycles
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nonlinear filters
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change of measures
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reference probability
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0.831169068813324
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0.8265450596809387
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0.8148040175437927
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0.8143969178199768
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0.8092314004898071
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