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Year of publication
Subject
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balanced method 1 hidden Markov chain filtering 1 stochastic differential equations 1 strong numerical approximations 1
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Book / Working Paper 1
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Undetermined 1
Author
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Fischer, P. 1 Platen, Eckhard 1
Institution
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Finance Discipline Group, Business School 1
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Research Paper Series / Finance Discipline Group, Business School 1
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RePEc 1
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Applications of the Balanced Method to Stochastic Differential Equations in Filtering
Fischer, P.; Platen, Eckhard - Finance Discipline Group, Business School - 1999
The paper studies the application of the balanced method in hidden Markov chain filtering, an important practical area … experiments are conducted to enable comparisons between the balanced method and standard alternative methods in the context of …
Persistent link: https://www.econbiz.de/10005041744
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