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Scientific computation on some mathematical problems

โœ Scribed by Amos J. Carpenter


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
591 KB
Volume
66
Category
Article
ISSN
0377-0427

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๐Ÿ“œ SIMILAR VOLUMES


On some filtering problems arising in ma
โœ Damiano Brigo; Bernard Hanzon ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 798 KB

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