Non-linear filtering for stochastic volatility models with heavy tails and leverage /
Uloženo v:
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| Korporativní autor: | |
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| Médium: | Kniha |
| Jazyk: | English |
| Vydáno: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
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| Edice: | Discussion papers in economics, finance and international competitiveness ;
no. 192. |
| Témata: |
CARM 1 Store
| Jednotka 1 | Dostupné Požadavek |
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