Filtering volatility from data observed at random time intervals(The 7th Workshop on Stochastic Numerics)

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概要

• 論文の詳細を見る
• 京都大学の論文

著者

• Zaliapin Ilya

  Institute Of Geophysics And Planetary Physics

• Cvitanic Jaksa

  Caltech

• Liptser Robert

  Department of Electrical Engineering-Systems, Tel Aviv University

• Rozovskii Boris

  Department of Mathematics, USC

• Rozovskii Boris

  Department Of Mathematics Usc

• Liptser Robert

  Department Of Electrical Engineering-systems Tel Aviv University

関連論文

• Filtering volatility from data observed at random time intervals(The 7th Workshop on Stochastic Numerics)

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