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"Nonlinear filtering of asymmetric stochastic volatility models and ..."

Nikolay Y. Nikolaev, Lilian M. de Menezes, Evgueni N. Smirnov (2014)

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DOI: 10.1109/CIFER.2014.6924089

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Nikolay Y. Nikolaev, Lilian M. de Menezes, Evgueni N. Smirnov:
Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation. CIFEr 2014: 310-317

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