Filtering for stochastic volatility from point process observation

Filtering for stochastic volatility from point process observation

p. 168-177

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書目詳細資料
Main Authors:	Tidarut, Plienpanich, Tran, Hung Thao
格式:	Article
語言:	English
出版:	H. : ĐHQGHN 2017
主題:	phrases filtering volatility point process
在線閱讀:	http://repository.vnu.edu.vn/handle/VNU_123/57451
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Vietnam National University, Hanoi
語言:	English

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