Jan Nygaard Nielsen

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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!

PublicationDate of PublicationType
Statistics for finance2015-03-03Paper
ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS
International Journal of Theoretical and Applied Finance
2008-09-03Paper
Applying the EKF to stochastic differential equations with level effects
Automatica
2001-05-01Paper


Research outcomes over time


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