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Book Sections Year : 2011

Stochastic Analysis and Particle Filtering of the Volatility

Hana Baili
Supélec Sciences des Systèmes

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Mathematics [math] Dynamical Systems [math.DS] Mathematics [math] Probability [math.PR]

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https://hal-centralesupelec.archives-ouvertes.fr/hal-00635192

Submitted on : Monday, October 24, 2011-5:24:37 PM

Last modification on : Tuesday, February 14, 2023-3:38:05 AM

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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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