Quantization Methods in Filtering and Applications to Partially Observed Stochastic Volatility Models(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

• Pham Huyen

  Laboratoire De Probabilites Et Modeles Aleatoires Cnrs Umr 7599 Universite Paris 7

• Pham Huyen

  Laboratoire De Probabilites Et Modeles Aleatoires Universite Paris7

関連論文

• Portfolio optimization for piecewise concave criteria functions (The 8th Workshop on Stochastic Numerics)
• Quantization Methods in Filtering and Applications to Partially Observed Stochastic Volatility Models(The 7th Workshop on Stochastic Numerics)

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