Application of extended Kalman filter to SPD estimation
Year of publication: |
2009
|
---|---|
Authors: | Hlávka, Zdeněk ; Svojik, Marek |
Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 233-247
|
Subject: | Optionspreistheorie | Option pricing theory | Zustandsraummodell | State space model | Theorie | Theory | Deutschland | Germany |
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