Filtering of stochastic volatility model

ShinIchi Aihara, Arunabha Bagchi

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageEnglish
    Title of host publication13th IFAC Symposium on System Identification (SYSID 2003), Rotterdam, The Netherlands, 27-29 August, 2003
    Pages1681-1686
    Number of pages6
    DOIs
    Publication statusPublished - 27 Aug 2003
    Event13th IFAC Symposium on System Identification, SYSID 2003 - Rotterdam, Netherlands
    Duration: 27 Aug 200329 Aug 2003
    Conference number: 13

    Publication series

    NameIFAC Proceedings
    PublisherIFAC
    Number16
    Volume36

    Conference

    Conference13th IFAC Symposium on System Identification, SYSID 2003
    Abbreviated titleSYSID
    CountryNetherlands
    CityRotterdam
    Period27/08/0329/08/03

    Keywords

    • METIS-216760

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