Jan Nygaard Nielsen
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Statistics for finance | 2015-03-03 | Paper |
| ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| Applying the EKF to stochastic differential equations with level effects Automatica | 2001-05-01 | Paper |
Research outcomes over time
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