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

Original language	English
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

Cite this

@inproceedings{052c15a01b7e4f30afc1388303923495,

title = "Nonlinear Filtering of Univariate Stochastic Volatillity Models",

author = "Nielsen, {Jan Nygaard} and M. Vestergaard and Henrik Madsen",

year = "1998",

language = "English",

pages = "123--128",

booktitle = "Proceedings of the 14th IFAC World Congress - Vol. M",

publisher = "Elsevier",

address = "United Kingdom",

}