Three situations in which filtering theory is used in mathematical finance are illustrated at different levels of detail. The three problems originate from the following different works: (1) On estimating the stochastic volatility model from observed bilateral exchange rate news, by Mahieu and Scho
On difference equations arising in mathematics of finance
โ Scribed by Marian Kwapisz
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 605 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0362-546X
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