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Book Sections Year : 2011

Stochastic Analysis and Particle Filtering of the Volatility

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Hana Baili
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hal-00635192 , version 1 (24-10-2011)

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  • HAL Id : hal-00635192 , version 1

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Hana Baili. Stochastic Analysis and Particle Filtering of the Volatility. Ao, Sio-Iong; Amouzegar, Mahyar; Rieger, Burghard B. (Eds.). Intelligent Automation and Systems Engineering, Springer, pp.137-149, 2011, Lecture Notes in Electrical Engineering. ⟨hal-00635192⟩
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