Filtering for stochastic volatility from point process observation

Tidarut Plienpanich, Tran Hung Thao

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Published Sep 15, 2007

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PLIENPANICH, Tidarut; THAO, Tran Hung. Filtering for stochastic volatility from point process observation. VNU Journal of Science: Mathematics - Physics, [S.l.], v. 23, n. 3, sep. 2007. ISSN 2588-1124. Available at: <https://js.vnu.edu.vn/MaP/article/view/2075>. Date accessed: 24 nov. 2024.
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Issue
Vol 23 No 3
Section
Review Article

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Abstract

Abstract: