Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
| Year of publication: |
2013
|
|---|---|
| Authors: | Johannes, Michael S. ; Polson, Nicholas G. ; Stroud, Jonathan R. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 7 (8.5.), p. 2759-2758
|