Original language | English |
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Title of host publication | Proceedings of the 14th IFAC World Congress - Vol. M |
Publisher | Elsevier |
Publication date | 1998 |
Pages | 123-128 |
Publication status | Published - 1998 |
Nonlinear Filtering of Univariate Stochastic Volatillity Models
Jan Nygaard Nielsen, M. Vestergaard, Henrik Madsen
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review