Non-linear filtering for stochastic volatility models with heavy tails and leverage /

Схожие документы

• Non-linear filtering with state dependant transition probabilities : a threshold (size effect) SV model /
  по: Clements, Adam
  Опубликовано: (2005)
• Stochastic models for social processes /
  по: Bartholomew, David J.
  Опубликовано: (1973)
• Stochastic models for social processes /
  по: Bartholomew, David J.
  Опубликовано: (1967)
• Introduction to stochastic models /
  по: Goodman, Roe
  Опубликовано: (1988)
• Models and decision making in national economies : proceedings of the 2nd International Conference on Dynamic Modelling and Control of National Economies : a symposium /
  Опубликовано: (1979)