Results 211 to 220 of about 127,087 (242)

Filtering of Stochastic Volatility Model

IFAC Proceedings Volumes, 2003
Abstract We study the filtering problem for the stochastic volatility model of Heston by using the nonlinear estimation theory. To solve the estimation problem for the stochastic volatility process, we use the random time change method. The derived basic equation for the filtering is the so-called Zakai equation and its numerically realized algorithm
Aihara, ShinIchi, Bagchi, Arunabha
openaire   +1 more source

Estimation of stochastic volatility with LRD

Mathematics and Computers in Simulation, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

Stochastic Volatility and Realized Stochastic Volatility Models

2023
Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe   +2 more
openaire   +1 more source

Stochastic Volatility

SSRN Electronic Journal, 2015
Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos   +2 more
openaire   +2 more sources

Impedance Analysis of Electrochemical Systems

Chemical Reviews, 2022
Vincent Vivier, Mark E Orazem
exaly  

Stochastic Volatility

2022
openaire   +1 more source

Detection methods for stochastic gravitational-wave backgrounds: a unified treatment

Living Reviews in Relativity, 2017
Joseph D Romano, Neil Cornish
exaly  

A stochastic agent-based model of the SARS-CoV-2 epidemic in France

Nature Medicine, 2020
Nicolas Hoertel, Carlos Blanco, Frédéric Limosin   +2 more
exaly  

Stochastic Geometry for Modeling, Analysis, and Design of Multi-Tier and Cognitive Cellular Wireless Networks: A Survey

IEEE Communications Surveys and Tutorials, 2013
Hesham ElSawy, Ekram Hossain, Martin Haenggi   +2 more
exaly  

Physiological heterogeneity in biofilms

Nature Reviews Microbiology, 2008
Philip S Stewart, Michael J Franklin
exaly