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
This page was built for person: Jan Nygaard Nielsen