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A filtering approach to pricing in multifactor term structure models
Gombani, Andrea; Runggaldier, Wolfgang J. - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 303-320
Persistent link: https://www.econbiz.de/10001578740
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A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
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Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio; Runggaldier, Wolfgang J. - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 683-715
Persistent link: https://www.econbiz.de/10008904347