Filterbased Stochastic Volatility in Continuous-Time Hidden Markov Models

TitleFilterbased Stochastic Volatility in Continuous-Time Hidden Markov Models
Publication TypeJournal Article
Year of Publication2016
AuthorsKrishnamurthy, V., E. Leoff, and J. Sass
JournalarXiv preprint arXiv:1602.05323

a place of mind, The University of British Columbia

Electrical and Computer Engineering
2332 Main Mall
Vancouver, BC Canada V6T 1Z4
Tel +1.604.822.2872
Fax +1.604.822.5949
Email:

Emergency Procedures | Accessibility | Contact UBC | © Copyright 2021 The University of British Columbia