Stochastic Analysis and Particle Filtering of the Volatility - CentraleSupélec
Journal Articles IAENG International Journal of Applied Mathematics Year : 2011

Stochastic Analysis and Particle Filtering of the Volatility

Hana Baili
Supélec Sciences des Systèmes

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

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https://centralesupelec.hal.science/hal-00565194

Submitted on : Friday, February 11, 2011-10:45:20 AM

Last modification on : Tuesday, April 16, 2024-10:26:06 AM

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hal-00565194 , version 1 (11-02-2011)

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  • HAL Id : hal-00565194 , version 1

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Hana Baili. Stochastic Analysis and Particle Filtering of the Volatility. IAENG International Journal of Applied Mathematics, 2011, 41 (1), pp.76-81. ⟨hal-00565194⟩

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