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Approximation of BSDE with Hidden Forward Equation and Unknown
  Volatility

Approximation of BSDE with Hidden Forward Equation and Unknown Volatility

15 October 2020
O. Chernoyarov
Yury A. Kutoyants
ArXiv (abs)PDFHTML

Papers citing "Approximation of BSDE with Hidden Forward Equation and Unknown Volatility"

1 / 1 papers shown
Title
Volatility Estimation of Hidden Markov Processes and Adaptive Filtration
Volatility Estimation of Hidden Markov Processes and Adaptive Filtration
Yury A. Kutoyants
67
7
0
15 Oct 2020
1