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The Pricing of Options With an Uncertain Interest Rate: A Discrete-Time Approach

✍ Scribed by Klaus Sandmann

Book ID
111042965
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
672 KB
Volume
3
Category
Article
ISSN
0960-1627

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πŸ“œ SIMILAR VOLUMES

Robust filtering for a class of discrete
Robust filtering for a class of discrete-time uncertain nonlinear systems: An H∞ approach
✍ Lihua Xie; Carlos E. De Souza; Youyi Wang πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 739 KB

This paper deals with the H, filtering problem for a class of discrete-time nonlinear systems with or without real time-varying parameter uncertainty and unknown initial state. For the case when there is no parametric uncertainty in the system, we are concerned with designing a nonlinear H, filter s