MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES

MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES

Ph.D

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Bibliographic Details
Main Author: OSEI PRINCE PEPRAH
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2018
Subjects:
Multilevel particle filters, sequential Monte Carlo methods, normalizing constants, option pricing, Levy processes, diffusion processes
Online Access:http://scholarbank.nus.edu.sg/handle/10635/141821
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Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/141821

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