Filtering of a Multi-Dimension Stochastic Volatility Model
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Publication:3005154
DOI10.1080/07362994.2011.548986zbMath1217.60032MaRDI QIDQ3005154
Publication date: 7 June 2011
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2011.548986
60J05: Discrete-time Markov processes on general state spaces
60G35: Signal detection and filtering (aspects of stochastic processes)
91G80: Financial applications of other theories
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