Real time estimation of stochastic volatility processes.

László Gerencsér Zsanett Orlovits

Published in: Ann. Oper. Res. (2012)

Keyphrases

real time
stochastic processes
database
control system
low cost
high speed
medical images
financial markets
estimation algorithm
stock market
stochastic optimization
data acquisition
estimation error
parameter estimation
stochastic model
vision system
least squares
neural network