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                                       Details for article 7 of 16 found articles
 
 
  Linearized filtering of affine processes using stochastic Riccati equations
 
 
Title: Linearized filtering of affine processes using stochastic Riccati equations
Author: Gonon, Lukas
Teichmann, Josef
Appeared in: Stochastic processes and their applications
Paging: Volume 130 () nr. 1 pages 394-430
Year: 2020
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 7 of 16 found articles
 
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