Financial pricing models in continuous time and Kalman filtering

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783540423645
3540423648

Dimensions: 24 cm

Extent: XIV, 247 S.

Language: Englisch

Notes: graph. Darst.
Literaturverz. S. 231

Bibliographic citation: Lecture notes in economics and mathematical systems ; 506

Keyword: Optionspreistheorie
Kalman-Filter
Elektrizitätswirtschaft
Forward-Kontrakt
Optionspreis
Kalman-Filter

Event: Veröffentlichung

(where): Berlin, Heidelberg, New York, Barcelona, Hong Kong, London, Milan, Paris, Singapore, Tokyo

(who): Springer

(when): 2001

Creator: Kellerhals, Boris Philipp

Table of contents: https://d-nb.info/961908777/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:13 PM CEST

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Kellerhals, Boris Philipp
Springer

Time of origin

2001

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Stochastic analysis of ensemble-based Kalman-type filtering algorithms in discrete and continuous time

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Robust Kalman filtering

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Optimally Robust Kalman Filtering

Mathematics of Kalman Bucy filtering

Kalman filtering implementation with Matlab

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Stochastic analysis of ensemble-based Kalman-type filtering algorithms in discrete and continuous time

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Financial pricing models in continuous time and Kalman filtering

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Time of origin

Other Objects (12)

Computational aspects of continuous-discrete extended Kalman-filtering

Robust Kalman filtering

Kalman filtering theory

Robust Kalman Filtering

Optimally Robust Kalman Filtering

Mathematics of Kalman Bucy filtering

Mathematics of Kalman Bucy filtering

Kalman filtering implementation with Matlab

Kalman filtering with real-time applications

Kalman filtering with real-time applications

Kalman filtering with real time applications

Stochastic analysis of ensemble-based Kalman-type filtering algorithms in discrete and continuous time

Computational aspects of continuous-discrete extended Kalman-filtering

Robust Kalman filtering

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Robust Kalman Filtering

Optimally Robust Kalman Filtering

Mathematics of Kalman Bucy filtering

Mathematics of Kalman Bucy filtering

Kalman filtering implementation with Matlab

Kalman filtering with real-time applications

Kalman filtering with real-time applications

Kalman filtering with real time applications

Stochastic analysis of ensemble-based Kalman-type filtering algorithms in discrete and continuous time

Computational aspects of continuous-discrete extended Kalman-filtering

Robust Kalman filtering

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Robust Kalman Filtering

Optimally Robust Kalman Filtering

Mathematics of Kalman Bucy filtering

Mathematics of Kalman Bucy filtering

Kalman filtering implementation with Matlab

Kalman filtering with real-time applications

Kalman filtering with real-time applications

Kalman filtering with real time applications

Stochastic analysis of ensemble-based Kalman-type filtering algorithms in discrete and continuous time

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