A branching particle approximation to a filtering micromovement model of asset price (Q453787)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A branching particle approximation to a filtering micromovement model of asset price |
scientific article; zbMATH DE number 6088195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A branching particle approximation to a filtering micromovement model of asset price |
scientific article; zbMATH DE number 6088195 |
Statements
A branching particle approximation to a filtering micromovement model of asset price (English)
0 references
28 September 2012
0 references
particle filters
0 references
Monte Carlo approximation
0 references
filtering
0 references
counting process
0 references
stochastic partial differential equation
0 references
ultra-high frequency data
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7930081486701965
0 references
0.7767069339752197
0 references
0.7624408602714539
0 references
0.758762001991272
0 references
