| DC Field | Value | Language |
|---|
| dc.contributor.author | Tran Hung Thao | - |
| dc.date.accessioned | 2020-06-25T14:54:42Z | - |
| dc.date.available | 2020-06-25T14:54:42Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.uri | http://192.168.1.231:8080/dulieusoDIGITAL_123456789/5886 | - |
| dc.description.abstract | In this note we consider the filtering problem for financial volatility that is an Omstein -Ulhenbeck process from point process observation. Th is proble m is investigated for a Markov -Felle rprocess of which the Omst in -Ulhenbeck process is a partic ularcase | en_US |
| dc.publisher | Đại học Quốc gia Hà Nội | en_US |
| dc.title | Filtering for stochastic volatility from point process observation | en_US |
| Appears in Collections: | Các chuyên ngành khác
|
