Recursive estimation for continuous time stochastic volatility models.

Hui Gong A. Thavaneswaran

Published in: Appl. Math. Lett. (2009)

Keyphrases

stochastic processes
stochastic models
probabilistic model
prior knowledge
complex systems
monte carlo
statistical models
learning automata
maximum likelihood
parameter estimation
experimental data
hybrid model
state space
stochastic process
accurate models
markov processes
neural network