Title of article
Robust parameter estimation for asset price models with Markov modulated volatilities
Author/Authors
R. J. Elliott، نويسنده , , W. P. Malcolm، نويسنده , , Allanus H. Tsoi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
19
From page
1391
To page
1409
Keywords
Reference probability , martingales , Forwards and backwards Duncan–Mortenson–Zakaiequations
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238411
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