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~isPartOf:"Research series / Universiteit van Amsterdam"
~subject:"Algorithm"
~subject:"Credit risk"
~subject:"Volatility"
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Essays on Monte Carlo methods for state space models
Scharth, Marcel
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2012
Persistent link: https://www.econbiz.de/10009713472
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Filtering non-linear state space models : methods and economic applications
Lee, Kai Ming
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2010
Persistent link: https://www.econbiz.de/10003961109
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Credit risk and state space methods
Schwaab, Bernd
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2010
Persistent link: https://www.econbiz.de/10008771843
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4
Stochastic volatility and the pricing of financial derivatives
Ploeg, Antoine P. C. van der
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2006
Persistent link: https://www.econbiz.de/10003273906
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