Nonlinear Filtering of Univariate Stochastic Volatillity Models

Jan Nygaard Nielsen, M. Vestergaard, Henrik Madsen

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

    Original languageEnglish
    Title of host publicationProceedings of the 14th IFAC World Congress - Vol. M
    PublisherElsevier
    Publication date1998
    Pages123-128
    Publication statusPublished - 1998

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