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
id sg-nus-scholar.10635-141821
record_format dspace
spelling sg-nus-scholar.10635-1418212019-04-12T13:18:10Z MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES OSEI PRINCE PEPRAH STATISTICS & APPLIED PROBABILITY JASRA, AJAY SANJAY CHAUDHURI Multilevel particle filters, sequential Monte Carlo methods, normalizing constants, option pricing, Levy processes, diffusion processes Ph.D DOCTOR OF PHILOSOPHY 2018-05-12T18:00:15Z 2018-05-12T18:00:15Z 2018-01-25 Thesis OSEI PRINCE PEPRAH (2018-01-25). MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/141821 0000-0003-2240-4324 en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Multilevel particle filters, sequential Monte Carlo methods, normalizing constants, option pricing, Levy processes, diffusion processes
spellingShingle Multilevel particle filters, sequential Monte Carlo methods, normalizing constants, option pricing, Levy processes, diffusion processes
OSEI PRINCE PEPRAH
MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES
description Ph.D
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
OSEI PRINCE PEPRAH
format Theses and Dissertations
author OSEI PRINCE PEPRAH
author_sort OSEI PRINCE PEPRAH
title MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES
title_short MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES
title_full MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES
title_fullStr MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES
title_full_unstemmed MULTILEVEL PARTICLE FILTERS FOR CONTINUOUS TIME PROCESSES
title_sort multilevel particle filters for continuous time processes
publishDate 2018
url http://scholarbank.nus.edu.sg/handle/10635/141821
_version_ 1681098132070334464

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