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Search: subject:"Nonlinear stochastic differential equation"
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Adaptive control
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McKean nonlinear stochastic differential equation (SDE)
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Christopeit, Norbert
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Guyon, Julien
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Discussion Paper Serie B
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The journal of computational finance
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Calibration of local correlation models to basket smiles
Guyon, Julien
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 1-51
Persistent link: https://www.econbiz.de/10011691606
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Some comments on a simple nonlinear filter with application to adaptive control
Christopeit, Norbert
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University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028496
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