Non-linear filtering for stochastic volatility models with heavy tails and leverage /
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| 企业作者: | |
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| 格式: | 图书 |
| 语言: | English |
| 出版: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
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| 丛编: | Discussion papers in economics, finance and international competitiveness ;
no. 192. |
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| Item Description: | Cover title. "April 2005"--Cover. |
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| 实物描述: | 20 p. ; 21 cm. |
| 参考书目: | Bibliography: p. 18-20. |
| ISSN: | 1324-5910 ; |