✦ LIBER ✦

Filtering a nonlinear stochastic volatility model

✍ Scribed by Robert J. Elliott; Tak Kuen Siu; Eric S. Fung

Book ID: 106487191
Publisher: Springer Netherlands
Year: 2011
Tongue: English
Weight: 733 KB
Volume: 67
Category: Article
ISSN: 0924-090X
DOI: 10.1007/s11071-011-0069-4

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