Filtering and Parameter Estimation of Partially Observed Diffusion Processes Using Gaussian RBFs

Höök, Josef; Larsson, Elisabeth; Lindström, Erik; von Sydow, Lina (2014). Filtering and Parameter Estimation of Partially Observed Diffusion Processes Using Gaussian RBFs [Publication information missing]. 2014 SIAM Conference on Financial Mathematics and Engineering. Chicago, Illinois, United States
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Conference Abstract | Published | English
Authors:
Höök, Josef ; Larsson, Elisabeth ; Lindström, Erik ; von Sydow, Lina
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Keywords:
RBF ; Filtering ; Fokker-Planck equation
LUP-ID:
8abd00db-4856-4494-bfcd-da65b3703bb8 | Link: https://lup.lub.lu.se/record/8abd00db-4856-4494-bfcd-da65b3703bb8 | Statistics

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