Monografie

Financial pricing models in continuous time and Kalman filtering

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Language: Englisch

Extent: XIV, 247 S.

ISBN: 978-3-540-42364-5

Identifier: 961908777

Series: Lecture notes in economics and mathematical systems; 506

Subject

Optionspreistheorie ; Elektrizitätswirtschaft ; Forward-Kontrakt ; Optionspreis ; Kalman-Filter

Contributor

Kellerhals, Boris Philipp

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

Rights: Der Zugriff auf Teile des Objekts ist unbeschränkt möglich.

Last update: 16.08.2023, 6:41 PM CEST

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Deutsche Nationalbibliothek

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Monografie

Associated

Kellerhals, Boris Philipp

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Financial pricing models in continuous time and Kalman filtering

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Other Objects (12)

Discrete time high order neural control : trained with Kalman filtering

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Robust composite clock using modified kalman filtering

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Discrete time high order neural control : trained with Kalman filtering

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Estimation, control, and the discrete Kalman filter

Mathematical system theory : the influence of R. E. Kalman ; a Festschrift in honor of Professor R. E. Kalman on the occasion of his 60th birthday

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Kalman filtering with real time applications

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Kalman filtering for mitigation of optical fiber transmission impairments

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Estimation, control, and the discrete Kalman filter

Mathematical system theory : the influence of R. E. Kalman ; a Festschrift in honor of Professor R. E. Kalman on the occasion of his 60th birthday

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